Vice President, Automated Trading Quantitative Developer
We are looking for an experienced front office quantitative developer with an excellent understanding of multithreaded and low latency Java and C# development is required to become one of the drivers behind building out the fixed income automated trading platform.
Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the world’s leading financial groups. Headquartered in Tokyo and with approximately 350 years of history, MUFG has a global network with over 2,300 offices in more than 50 countries. The Group has over 150,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing.
Overview of the Department / Section:
The Front Office Solutions department supports sales and trading across all asset classes in London, New York, Hong Kong and Singapore, with the department head reporting directly into the international COO. The Automated Trading Systems team is located within the Electronic Trading and Financial Engineering groups and is responsible for building out the firm’s interest rates electronic trading and front-office analytics platforms through providing automated pricing, real-time risk/hedging and data analysis tools.
Main Purpose of the Role:
We are looking for an experienced front office quantitative developer with an excellent understanding of multithreaded and low latency Java and C# development is required to become one of the drivers behind building out the fixed income automated trading platform. The initial focus is to work as part of a small sub-team building out a real-time risk engine for the interest rate desk, which will form the basis of auto-hedging functionality to be added as a subsequent project. The role will also involve automating various aspects of interest rate curve building within the front-office. The ideal candidate will have excellent knowledge of fixed income bonds and interest rate swaps, both from the perspective of pricing and risk management, and have electronic trading and front-office experience. The successful individual will be required to directly face off to senior traders across the international interest rates business.
- Build server side Java components that perform automated pricing and real-time risk calculations for fixed income instruments
- Build server side Java components that store, retrieve and analyze data valuable for making pricing and hedging decisions
- Enhance C#/WPF user interfaces for the automated pricing, real-time risk and data analysis systems developed by the team
- Further develop components built upon vendor and open source products for distributing, storing and analyzing front-office data
- Provide support for systems developed within the team, thoroughly explaining and documenting support procedures
Skills and Experience:
- Server side core Java in low latency systems, preferably within electronic trading
- Front office quantitative development experience; preferably involving futures, fixed income bonds and interest rate swaps
- C# development, preferably experience of using WPF and PRISM for front-end development
- Distributed in-memory and memory mapped data structures, and systems such as Chronicle, Hazelcast and Coherence
- No-SQL and tick databases such as MongoDB, Apache Cassandra and KDB+
- Test driven development and tools such as JUnit and EasyMock
- Source code control and build management and tools such as Subversion, Git, Maven and TeamCity
- Preferably Python development experience, using open source libraries such as NumPy, SciPy and Scikit-learn
- Preferably Microsoft Excel development experience, using open source tools such as Excel DNA
- Preferably experience of working with cloud based platforms such Amazon Web Services and Microsoft Azure
- Excellent verbal and written communication skills
- Results driven, with a strong sense of accountability
- A pro-active, motivated approach.
- The ability to operate with urgency and prioritise work accordingly
- Strong decision making skills, the ability to demonstrate sound judgement
- A structured and logical approach to work
- Strong problem solving skills
- A creative and innovative approach to work
- Excellent interpersonal skills
- The ability to manage large workloads and tight deadlines
- Excellent attention to detail and accuracy
- Flexible and responsive to change
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.