Vice President, Quantitative Developer - Equity Derivatives
About The Position
BMO Capital Markets is a leading, full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world. #bmocapitalmarkets Join the Quantitative Engineering team at BMO Global Markets and take your skills to the next level! As a Quantitative Engineer, you will have the opportunity to work on the bank derivatives source system, playing a critical role in programming and supporting analytics, and building the future. Collaborate closely with our trading desks, quants, and downstream groups, and contribute to automating, testing, and monitoring tools.
Requirements
- A university degree in a technical field such as mathematics, physics, engineering, or statistics.
- Solid knowledge of a C-family language (C#, C++, Java, etc.).
- Experience with scripting languages.
- Familiarity with numerical analysis in a relevant field.
Nice To Haves
- Familiarity with equities and/or equity derivatives trading is helpful.
- Experience working on large code bases and familiarity with design patterns.
- Experience with databases.
- Experience with distributed computing.
- Expert-level knowledge in C++ or C#.
- Experience with financial models.
Responsibilities
- Develop, program, and maintain analytics within the bank derivatives source system.
- Provide booking and diagnostic support for integrated models.
- Collaborate with teammates to automate release, testing, and monitoring tools.
- Enhance system robustness and capabilities alongside your team.
- Work closely with trading desks and quantitative analysts on valuation and downstream feeds.
- Ensure accurate capture of information by collaborating with downstream groups.
Benefits
- BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.
- To view more details of our benefits, please visit: https://jobs.bmo.com/global/en/Total-Rewards
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
