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Company: Bank of Montreal
Location: CA - Ontario - Old Toronto
Category:
Posted: March 31, 2025
Vice President, Quantitative Developer (C#)
Apply locations Toronto, ON, CAN time type Full time posted on Posted 3 Days Ago job requisition id R240032214

Application Deadline: 02/12/2025

Address: 100 King Street West

Job Family Group: Data Analytics & Reporting

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.

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.

Key Responsibilities:

Programming and Support:

Develop, program, and maintain analytics within the bank derivatives source system.

Provide booking and diagnostic support for integrated models.

Automation and Improvement:

Collaborate with teammates to automate release, testing, and monitoring tools.

Enhance system robustness and capabilities alongside your team.

Stakeholder Collaboration:

Work closely with trading desks and quantitative analysts on valuation and downstream feeds.

Ensure accurate capture of information by collaborating with downstream groups.

Qualifications:

Required:

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.

Desirable:

An advanced degree in a technical field.

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.

Why Join Us?

Innovative Work Environment: Contribute to the enhancement of our derivatives source system and directly impact the success of our trading operations.

Professional Growth: Collaborate with top professionals in the industry and advance your expertise in quantitative engineering and financial models.

Dynamic Challenges: Take on a rewarding role in the fast-paced world of trading, where your technical skills and problem-solving abilities will be put to the test.

Ready to Take the Next Step? If you are passionate about technology and eager for a challenging and rewarding opportunity in the financial sector, we want to hear from you! Apply now to join our team at BMO Capital Markets and make a significant impact on our bank derivatives source system.

Please note base salary offered for this role is $150,000 CAD.

Salary: $81,600.00 - $151,200.00

Pay Type: Salaried

BMO Financial Group's total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards. BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

BMO is committed to an inclusive, equitable and accessible workplace. By learning from each other's differences, we gain strength through our people and our perspectives
Read the full job description and apply online on the recuiter's web-site

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