Do you want your voice heard and your actions to count?
Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 150,000 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.
The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day. A member of our recruitment team will provide more details.Required Qualifications:
•PhD in Mathematics, Physics, Computer Science, Financial Engineering, or related quantitative field
•Strong knowledge of mathematical modeling, statistical inference, machine learning
•Advanced programming skills in Python
•Deep understanding of stochastic calculus, time series analysis, and optimization methods
•Proven ability to deliver high-quality research under strict time constraints
Core Responsibilities:
1. Develop and implement sophisticated credit risk models and trading algorithms
2. Research and design relative value strategies across credit products
3. Build scalable frameworks for real-time credit risk assessment
4. Collaborate with trading desk to implement systematic credit strategies
5. Meet critical research deadlines aligned with market opportunities and business needs
Technical Skills Required:
•Advanced statistical modeling and machine learning techniques
•Familiarity with credit default swaps, bonds, and structured products
•Proficiency in numerical methods and optimization algorithm
Personal Qualities:
•Strong analytical and problem-solving abilities
•Excellent research and documentation skills
•Ability to communicate complex ideas to diverse audiences
•Self-motivated with strong project management capabilities
•Collaborative mindset for cross-functional team projects
•Exceptional time management skills with ability to prioritize and deliver under pressure
•Adaptable to changing market conditions and research priorities
•Resilient when working in fast-paced trading environment
The typical base pay range for this role is between $140K - $171K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below.
MUFG Benefits Summary
We will consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws (including (i) the San Francisco Fair Chance Ordinance, (ii) the City of Los Angeles’ Fair Chance Initiative for Hiring Ordinance, (iii) the Los Angeles County Fair Chance Ordinance, and (iv) the California Fair Chance Act) to the extent that (a) an applicant is not subject to a statutory disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with the background screening requirements of the Financial Industry Regulatory Authority (FINRA) and the National Futures Association (NFA). The major responsibilities listed above are the material job duties of this role for which the Company reasonably believes that criminal history may have a direct, adverse and negative relationship potentially resulting in the withdrawal of conditional offer of employment, if any.The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.We are proud to be an Equal Opportunity Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual’s associates or relatives that is protected under applicable federal, state, or local law.Skills Required
- Degree or equivalent work experience
- Master of Science in Computer Science, Physics, Mathematics, or Engineering
- Experience in Java development building execution, risk management and pricing algorithms
- Experience within a technology organization in banking, financial services, or fintech
- Advanced knowledge of XVA systems (CVA and FVA) including mathematical finance theory, library coding and architecture
- Pricing tools design experience and strong Excel/VBA skills for pricing tools
- Strong understanding of testing and automation (including developer-level testing workflows)
- Ability to translate functional requirements into technical solutions and deliver projects on time
- Experience with batch running and support and running large simulation batches
- Experience with grids and distributed computing, internal and cloud (e.g., AWS, Azure)
- Fluency in commonly used exchange protocols and inter-system message formats
- Working knowledge of front office pricing tools and related regulation
- Knowledge of pricing theory, financial engineering, and product valuation (swaps, bonds, futures, cross-currency swaps)
- Understanding of trade sensitivities and P&L attribution for interest rate products
- Ability to validate results from large data sets for completeness and correctness
- Proficiency in one or more of: C++, .NET, Python, Java, SQL, R, MATLAB
- Experience with database management systems and Microsoft SQL Server on Windows
- Experience with statistical analysis software (e.g., MATLAB, SAS, R, S-Plus)
- Strong data structures and algorithms knowledge
- Practical experience delivering large server-side applications handling high volumes of complex data
- Practical experience developing applications for financial instruments, derivative pricing, algorithmic trading, or similar
- Practical experience with pricing or simulation-based risk systems and risk engines
- Knowledge of banking regulations
- Experience with Docker, Hadoop and Azure
- Java server-side development with low-latency techniques
- Developer-level testing using JUnit
- .NET Core experience
- COM Excel integration experience
- Experience designing robust distributed messaging systems
- Experience integrating external vendor APIs (preferably STP relevant) such as Bloomberg API or MarkitWire API
- Knowledge of MiFID II and banking regulation in general
- Curve bootstrapping knowledge (instrument choice, interpolation, curve shape)
- Market data knowledge (Bloomberg, Refinitiv)
- Experience in proprietary trading or exchange environments and hands-on support of trading/sales functions
What We Do
MUFG (Mitsubishi UFJ Financial Group) is one of the world's leading financial groups. Headquartered in Tokyo and with over 360 years of history, MUFG has a global network with over 2,500 locations in more than 50 markets including the Americas, Europe, the Middle East and Africa, Asia and Oceania. The Group has over 170,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing. Through close partnerships among our group companies, the Group aims to be the world's most trusted financial group, flexibly responding to all of the financial needs of its customers, serving society, and fostering shared and sustainable growth for a better world. MUFG's shares trade on the Tokyo, Nagoya, and New York stock exchanges.
