Algorithmic Trading Data Scientist

BMO; Toronto; On-site; CAD 90,000 - 110,000; Full time

Benefits offered by this job

Health insurance

Tuition reimbursement

Accident and life insurance

Retirement savings plan

Job summary

BMO Capital Markets seeks a Data Scientist to join the Data Cognition Team in Toronto. You will develop and deploy advanced analytics and ML models to support algorithmic trading and decision-making across front office, investment banking, and corporate banking.

You will work closely with trading desks and business teams, applying time series analysis and cutting-edge ML techniques to improve trading performance and profitability. Eligible for a comprehensive benefits package.

Qualifications

• Background in Computer Science, Mathematics, Physics, or related quantitative field; finance/economics/OR preferred.
• Minimum 2 years of experience in data science or ML or equivalent master in these fields.
• Proficiency in statistical modeling, time series analysis, and ML frameworks.

Responsibilities

• Develop and implement advanced analytics and ML models for algorithmic trading across asset classes.
• Build predictive models for trading to support front office decisions.
• Collaborate with trading desks and investment banking teams to optimize strategies.
• Research new ML techniques, including time series analysis, to improve performance.
• Design and maintain reproducible ML pipelines for production environments.
• Analyze large datasets to extract business insights for strategic decisions.
• Communicate complex technical concepts to non-technical stakeholders and present findings.

Skills

Python programming

Statistical modeling

Time series analysis

Communication skills

Collaboration

Education

Master's degree in CS/Math/Physics/Quant field

PhD in a related field (nice to have)

Tools

Cloud technologies

Bloomberg Terminal

Job description

BMO Capital Markets seeks a Data Scientist to join the Data Cognition Team in Toronto. You will develop and deploy advanced analytics and ML models to support algorithmic trading and decision-making across front office, investment banking, and corporate banking.

You will work closely with trading desks and business teams, applying time series analysis and cutting-edge ML techniques to improve trading performance and profitability. Eligible for a comprehensive benefits package.