Director of Equity Derivatives Risk Engineering

Bank N.A.; Toronto; On-site; CAD 149,000 - 201,000; Full time

Job summary

BMO Capital Markets invites a Director to lead Equity Derivatives Risk Engineering within Global Markets Engineering. The role owns the in-house calculation and risk-view platforms—the pricing/calc server estate and risk and order-management views used daily by the equity derivatives trading desks. This is a build/run role.

The team is 5–10 engineers today with the opportunity to grow. The candidate will stabilize operations, define the next-gen risk platform, and partner with quants and desks

Qualifications

• 10+ years in engineering leading derivatives trading risk development at a mid-size or large financial institution.
• Transformation track record: re-architecting a platform for performance and resilience while keeping lights on.
• Strong hands-on background in distributed/grid compute and risk analytics; Kubernetes experience is important.

Responsibilities

• Platform ownership of the existing C#/.NET risk and calculation platform end-to-end.
• Define a credible architecture for the next-generation risk system and sequence delivery.
• Improve risk orchestration, performance, and grid orchestration across workloads.
• Partner with quants and trading to accelerate Monte Carlo valuation and risk.
• Drive data consistency across pricing, risk, and scenario workflows.
• Own release, test, and DevOps for the platform and raise observability and resilience.
• Engage traders to translate desk pressure into a prioritized roadmap.
• Lead and coach the team; set standards for agile delivery and testing.

Skills

Engineering leadership

Derivatives risk

Distributed computing

Kubernetes

C# / .NET

Tools

Kubernetes

In-memory databases

Job description

BMO Capital Markets invites a Director to lead Equity Derivatives Risk Engineering within Global Markets Engineering. The role owns the in-house calculation and risk-view platforms—the pricing/calc server estate and risk and order-management views used daily by the equity derivatives trading desks. This is a build/run role.

The team is 5–10 engineers today with the opportunity to grow. The candidate will stabilize operations, define the next-gen risk platform, and partner with quants and desks