XVA Quantitative Analyst

at  MUFG Securities EMEA plc

DO YOU WANT YOUR VOICE HEARD AND YOUR ACTIONS TO COUNT?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th largest financial group in the world. Across the globe, we’re 160,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.
With a vision to be the world’s most trusted financial group, it’s part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career.
Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.

SKILLS AND EXPERIENCE:

Advanced development skills (C# or C++).
Strong mathematical finance skills.
We are open to considering flexible working requests in line with organisational requirements.
MUFG is committed to embracing diversity and building an inclusive culture where all employees are valued, respected and their opinions count. We support the principles of equality, diversity and inclusion in recruitment and employment, and oppose all forms of discrimination on the grounds of age, sex, gender, sexual orientation, disability, pregnancy and maternity, race, gender reassignment, religion or belief and marriage or civil partnership.
We make our recruitment decisions in a non-discriminatory manner in accordance with our commitment to identifying the right skills for the right role and our obligations under the law

MAIN PURPOSE OF THE ROLE:

Support traders, Product Control, and Model Valiation.
Develop and extend XVA features in the XVA library.
Develop new tools and systems in support of XVA, EME, and MUFG.
Develop and extend XVA, and related, models.
Support XVA BAU systems (trader tools, batches, and intra-day systems), including on-call production support overnight, on rotation.

KEY RESPONSIBILITIES:

In this role, you will be responsible for XVA and related work across MUFG’s banking arm and securities business under a dual-hat arrangement. Under this arrangement, you will act and make decisions on behalf of both the bank and the securities business, subject to the same remit and level of authority, and irrespective of the entity which employs you.