Quantitative Analyst

Developing pricing, risk, and analysis tools for Interest Rate Derivatives desk utilizing in-house C++/C# analytics library. Supporting traders and sales covering products including interest rate swaps, cross-currency swaps, swaptions and caps/floors across all major currencies. Using models including Stochastic Volatility, Black-Scholes, Bachelier, Discounted Cash Flow and Bootstrapping. Creating automated processes and end-user tools using Python scripts and VBA functions and macros. Managing new requests and priorities for trading desk; coordinating development with global Quantitative Research & Development team. Working directly with senior traders to continually enhance performance, accuracy, and scope of derivatives infrastructure. Assisting traders with daily business operations such as inception pricing and risk reconciliation to improve trade execution and minimize downtime.

According to JobzMall, the average salary range for a Quantitative Analyst in 1001 6th Ave, New York, NY 10018, USA is approximately $71,000 - $130,000 USD. This salary range varies depending on the qualifications, skills, and experience of the candidate.

MUFG Union Bank is an American full-service bank with 398 branches in California, Washington and Oregon which is wholly owned by MUFG Bank.