Quant jobs / MUFG

Vice President, Rates Desk Quant

A desk quant supporting an interest rate derivatives sales and trading desk with pricing, risk and analysis tools. The role works directly with traders and sales and with MUFG's global quant team.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Maintain and extend pricing and risk tools for swaps, swaptions and caps/floors
Investigate P&L breaks, risk differences and complex pricing questions
Build analytics that help traders improve revenue and efficiency
Keep daily pricing servers accurate and stable
Respond to ad-hoc requests from the front office

What they ask for

Required

5+ years with interest rate derivatives
Swaps, swaptions, caps/floors, futures options
Front-office sales and trading interaction
Excel and VBA
Python, C# or C++
Attention to detail

Education: Bachelor's or above in maths, physics, engineering or computer science.
Experience: 5+ years with interest rate derivatives
Languages and tools: Python
C#
C++
VBA
Excel
Markets: fixed-income, options, futures

How to prepare

Price swaps and swaptions from a curve you bootstrap yourself
Practise P&L attribution and explaining risk breaks
Learn SABR and short-rate model basics for vol products
Write a small pricing library in Python or C++ with tests

What to study

The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on MUFG’s site before applying: requirements, location and pay can change after we check them.

View the posting on MUFG’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with MUFG and doesn’t handle applications.