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Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world's leading financial groups. Across the globe, we're 150,000 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.
Position details
C#/C++ professional with hands on experience to help MUFG Quant Strats team in developing features for in-house custom front office pricing engine. The person will be responsible for delivering on in scope user stories
Roles and Responsibilities
Validation/development of valuation models across asset classes - equities, commodities, rates, credit, mortgages
Knowledge and understanding of Stochastic Calculus.
Experience with pricing models like Hull & White 1F/2F (or other interest rate models), SABR, Local Volatility, Stochastic local volatility, hybrid etc.
Basel norms, RWA/capital calculation knowledge
Development, testing and validating pricing models using C++/C#/Excel VBA/Python/etc tools
Understanding of Mathematics and statistics in terms of linear algebra, probability theory
Basic understanding of fixed income and equity derivatives, volatility surfaces, interest rate curve construction and Greeks




Counterparty Credit Risk Experience (good to have)
Knowledge of regulatory guidelines for model risk management (valuable to have)
Good understanding of workings of a Bank (processes, Committees, systems etc.) and Banking products across fixed income, derivatives, retail etc.
Understanding of VaR and different VaR modelling and Backtesting techniques (good to have)
Understanding of statistical concepts/time series modelling
Experience in C++/C#
Experience on Debugging in a C++/C#, working with risk & pricing lib/engines
Experience with C++/C# testing frameworks for unit and integration tests
Experience with data classes
Project Management and/or BA skills with working experience of JIRA and Confluence, UAT testing, etc
Job Requirements:
3-7 years of relevant work experience
Master's degree/PhD in Mathematics/Financial Engineering/Quantitative Finance/other quantitative disciplines with strong understanding of valuation theories/concepts
FRM/CQF/CFA certification would be a plus
Knowledge of programming languages (C++, C#, Excel VBA, Python etc.)
Strong quantitative background - experience in model development or validation
Skills and attributes :
In addition to technical competence, what will set you up for success is your ability to:
Strong communication, documentation, facilitation, relationship-building, presentation and negotiation skills
Be highly flexible, adaptable, and creative
Broad consulting and project management skills, effective written and oral communication skills
Mitsubishi UFJ Financial Group (MUFG) is an equal opportunity employer. We view our employees as our key assets as they are fundamental to our long-term growth and success. MUFG is committed to hiring based on merit and organsational fit, regardless of race, religion or gender.

📌 Quantitative Modelling -Analyst (Bengaluru)
🏢 Mitsubishi UFJ Financial Group
📍 Bengaluru