Director, Quantitative Developer (C#)

BMO Capital Markets Corp.; Canada; On-site; CAD 158,000 - 193,000; Full time

Benefits offered by this job

Health insurance

Tuition reimbursement

Life insurance

Retirement savings plan

Job summary

BMO Financial Group in Canada seeks a skilled software professional to develop and maintain analytics within our bank derivatives source system. You will collaborate with traders and quantitative analysts on valuation and downstream feeds, and provide robust programming support for complex models.

You will work with teammates to automate release, testing, and monitoring, improve system robustness, and ensure accurate data capture across downstream groups, leveraging C# and scripting skills to

Qualifications

• University degree in a technical field (math/physics/engineering/statistics).
• Expert-level knowledge in C#.
• Experience with scripting languages; PowerShell desirable.
• Experience with financial models.
• Familiarity with numerical analysis.

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.
• Work closely with trading desks and quantitative analysts on valuation and downstream feeds.
• Ensure accurate capture of information by collaborating with downstream groups.

Skills

C# expert

Scripting languages

Financial modeling

Numerical analysis

PowerShell

Education

Technical degree (math/physics/engineering/statistics)

Tools

Databases

Distributed computing

Design patterns

Equities trading knowledge

Job description

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.
  • Expert-level knowledge in C#.
  • Experience with scripting languages. PowerShell is desirable.
  • Experience with financial models.
  • Familiarity with numerical analysis in a relevant field.
• Desirable:
  • Familiarity with equities and/or equity derivatives trading is helpful.
  • Experience working on large code bases and familiarity with design patterns.
  • XVA or CCR experience is desirable.
  • Experience with databases.
  • Experience with distributed computing

Salary:

Base Salary offered for this role is $175,000 CAD

Pay Type: Salaried

The above represents BMO Financial Group’s pay range and type.

Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure. Salaries for part-time roles will be pro-rated based on number of hours regularly worked. For commission roles, the salary listed above represents BMO Financial Group’s expected target for the first year in this position.

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. To view more details of our benefits, please visit: https://jobs.bmo.com/global/en/Total-Rewards

About Us

At BMO we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world.

As a member of the BMO team you are valued, respected and heard, and you have more ways to grow and make an impact. We strive to help you make an impact from day one – for yourself and our customers. We’ll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we’ll help you gain valuable experience, and broaden your skillset.

To find out more visit us at https://jobs.bmo.com/ca/en

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. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.

Note to Recruiters:

BMO does not accept unsolicited resumes from any source other than directly from a candidate. Any unsolicited resumes sent to BMO, directly or indirectly, will be considered BMO property. BMO will not pay a fee for any placement resulting from the receipt of an unsolicited resume. A recruiting agency must first have a valid, written and fully executed agency agreement contract for service to submit resumes.