Mufgub seeks a Vice President, Rates Desk Quant to join our team. Your role will focus on developing and supporting pricing, risk, and analysis tools for the interest rate derivatives sales and trading desk. You will be instrumental in supporting revenue generation through quantitative research and optimization, while resolving complex pricing and risk inquiries.

What You'll Do

Develop and support pricing, risk, and analysis tools for the interest rate derivatives sales and trading desk.
Assist the desk in revenue generation through research, optimization, and process improvements.
Investigate and resolve issues such as P&L variance, risk discrepancies, and complex pricing inquiries.
Engage directly with the front office to understand business requirements and communicate project timelines.
Monitor daily server processes to ensure accuracy and stability.
Adapt quickly to changing priorities and deliver ad-hoc solutions when necessary.
Work closely and share knowledge with a global quant team.

What We're Looking For

Bachelor’s degree or higher in a scientific field such as Mathematics, Physics, Engineering, or Computer Science.
Minimum 5 years of experience working with interest rate derivatives (swaps, swaptions, cap/floors, futures, future options).
Experience working directly with front office sales and traders.
Strong knowledge of financial markets, with an emphasis on interest rate products.
Advanced Excel/VBA development skills.
Programming skills in Python, C#, or C++.
Technical mindset with high attention to detail.
Self-motivated with strong organizational skills.
Resilient and able to deliver under pressure in a fast-paced environment.
Good written and verbal communication skills.

Technical Stack

Excel/VBA
Python
C#
C++

Team & Environment

You will work closely and share knowledge with a global quant team.

Benefits & Compensation

Compensation range: $200K - $220K
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
Paid vacation, sick days, and holidays

Work Mode

This position is hybrid.

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.