Director, Quantitative Developer (C#) – Finance Analytics

BMO Capital Markets Corp.

Canada

On-site

CAD 158,000 - 193,000

Full time

3 days ago
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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

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

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