Tokyo (株)三菱UFJ銀行

【仕事内容】

【職務内容】

・デリバティブ等の金融商品開発や、ALM・CPM(信用ポートフォリオ管理)

・EFX(為替電子取引)業務等に関連する、数理モデルの研究・開発

・上記金融商品の時価(含XVA)計算方法やリスク管理方法等の研究・開発(プログラム実装)

【キャリアパス】

クオンツ領域で深みを追求していくキャリアパス以外に、本人の希望と適性に応じて、市場系データサイエンティストやリスク管理部署、市場部門の企画、トレーディング部署、セールス部署へ異動することで、業務の幅を広げることも可能(含、海外勤務)。

【組織のミッション】

金融工学理論に基づいたデリバティブのモデル開発や、トレーディング部著及びセールス部著が保有するデータの分析及び検証を通じて、当社グループのビジネス創成と拡大に役立つソリューション提供を行う。

【求める人材】

①業務経験・専門性:次のいずれかの条件を満たすこと

・金融工学や確率解析、データ分析、数学、物理等の分野で専門的な教育を受けた方。

・デリバティブ関連のモデル開発またはモデル分析の実務経験がある方(3年以上ある方が望ましい)。

②プログラミングスキル・C++/C#やPythonのプログラミング言語の使用経験がある方。

③業務遂行面・チーム内でのコミュニケーションを通じて課題を解決する能力のある方。

【歓迎】

・OTCデリバティブの業務経験

・xVA、FRTB、証拠金関連の知識

【給与】

年収700~2000万円,※職務経験を考慮のうえ決定いたします。

【勤務地】

東京都千代田区

【勤務時間】

08:40~17:10

【雇用・契約形態】

【待遇・福利厚生】

通勤手当 住宅手当 残業手当 厚生年金基金 退職金制度 寮・社宅 資格補助制度 各種研修

【休日・休暇】

年末年始 夏期休暇 有給休暇 完全週休2日制(土・日) 祝日



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