Director, Quantitative Developer (C#)

BMO Capital Markets; Toronto; On-site; CAD 158,000 - 193,000; Full time

Benefits offered by this job

Health insurance

Tuition reimbursement

Accident and life insurance

Retirement savings plans

Job summary

BMO Capital Markets is seeking a Quantitative Engineer to join the Quantitative Engineering team in Toronto. You will develop analytics for the derivatives counterparty credit risk and credit value adjustment system, collaborate with trading desks, quants, and downstream groups, and contribute to automating, testing, and monitoring tools.

The role emphasizes programming in C#, building robust models, and supporting analytics, with opportunities to work on valuation feeds and model integration

Qualifications

• University degree in mathematics, physics, engineering, or statistics.
• Expert-level knowledge in C#.
• Experience with scripting languages; PowerShell desirable.
• Experience with financial models.
• Familiarity with numerical analysis in a relevant field.
• 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.

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.

Skills

C#

PowerShell

Scripting

Equities/Equity derivatives

Large code bases

Design patterns

Distributed computing

Databases

Numerical analysis

Financial models

Education

University degree in mathematics, physics, engineering, or statistics

Job description

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 derivatives counterparty credit risk and credit value adjustment 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.
• 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.