Software Engineer Lead

Your potential. Your opportunity.

Do you want your voice heard and your actions to count?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 6th 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.

Designing and defining technical specifications for derivatives trading and settlements components and processes. Working as IT Lead and Senior Quant and provide quantitative business IT knowledge to business analyst to support in the production implementations process using the newly implemented IT Service Management system ServiceNow and participating in the technical design and code reviews using the work management tool JIRA. Working as a Senior Quant to (a) Participate in modernizing trading floor technologies using Big Data analysis, Artificial Intelligence and Natural Language Processing (b) Provide interest rate derivative knowledge transfer and training to new team members. Working as a delegate for the front office IT team's manager in supporting front office applications and providing management update to business IT's senior management and working as the SME and primary contact person to provide user training for the real-time interest rate derivative pricing application (LUXON) to our derivative trading desk and sales group, and to provide quick support if any application issues. Providing status and implementation recommendations to superiors and preparing technical documentation in compliance with IT policy and procedures. Leading as a Senior Quant to connect with traders, sales, middle office, back office, risk management team, model validation team and IT service groups for cross-field support that requires strong business knowledge and deep understanding of IT infrastructure, IT security and hands-on development experiences. For any derivative pricing model changes, validate the Mark-to-Market and the risk calculations with the benchmark systems such as the financial industry standard tools Bloomberg Terminal and/or Refinitiv Eikon. Debugging and troubleshooting the business environment and performing coding/resolution assignments. Coordinating and conducting technical tests and program implementation and confirming results with business users. Updating technical documentation when programs are changed or modified in compliance with Bank technical standards and handling special technical projects. Working as a system manager for multiple home office related systems' in supporting the Bank's critical Tech Imperatives initiatives.

Qualifications - External

Education: Bachelor's degree in Computer Science, Mathematics, Physics, Finance or a related quantitative field (or foreign equivalent degree).

Experience: 7 years of experience working with Japanese professionals in banking industry to perform trading floor quantitative IT development support in Derivatives including Interest Rate Swaps, Cross Currency Swaps and Credit Default Swaps using C, C++, C#, Java and MATLAB to implement quantitative financial analysis solutions and reporting for P&L and Risk Management; using Stochastic Process to develop quantitative models and conduct risk analysis with Greeks for Derivative products including Rate Swaps, Cross Currency Swaps and Credit Default Swaps; using TIDAL job scheduling software to create job groups, jobs, calendars, events, actions, job and file dependencies.

Other: Position allows telecommuting up to 3 days a week.

Other: Required to work nights & weekends & be on-call during non-business hours, when needed, for technical support & maintenance purposes.

Other: Position requires AWS Certified Cloud Practitioner and PRM or FRM certification.

Location: New York, NY 10020

Reference internal requisition # 10058165-WD.

We are committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our people and our business; Equal Opportunity Employer: Minority/Female/Disability/Veteran.

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/Affirmative Action 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.