Director, Quantitative Developer (C#)

Bank N.A.; 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 advance analytics for derivatives counterparty credit risk and credit value adjustment systems in Canada. You will collaborate with trading desks, quants, and downstream teams to automate, test, and monitor tools, delivering robust analytics within the bank's derivatives platform.

The role requires a technical university degree, expert C#, and experience with financial models and numerical analysis.

Qualifications

• 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.
• Desirable: experience working on large code bases and familiarity with design patterns.
• Desirable: XVA or CCR experience.
• Desirable: experience with databases.
• Desirable: 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#

Scripting languages

Financial models

Numerical analysis

Equities/derivatives knowledge

Education

University degree in math/physics/engineering/statistics

Tools

PowerShell

Databases

Distributed computing

Design patterns

Job description

Application Deadline: 12/30/2026

Address: 100 King Street West

Job Family Group: Capital Mrkts Sales & Service

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

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.