Equities Quant: Pricing, Risk & Models

BMO Financial Group; Toronto; On-site; CAD 67,000 - 125,000; Full time

Job summary

A leading financial services provider is seeking a professional to join their Data Analytics & Reporting team. The successful candidate will develop and maintain pricing models, engage with traders and senior management, and analyze market data. A university degree in a technical field is required, preferably with industry experience. This role offers competitive compensation and benefits, including health insurance and retirement plans. Salary range is CAD $110,000 to $120,000.

Benefits

Health insurance

Tuition reimbursement

Retirement savings plans

Qualifications

• Understanding of pricing and risk management models.
• Experience in industry preferred.
• Ability to effectively deal with technical professionals and management.

Responsibilities

• Develop new methods for pricing deals and managing risk.
• Maintain existing models in MFL library.
• Analyze market and trade data for reporting.

Skills

Mathematical and computational methods

Financial derivatives knowledge

Software development experience (.NET, C++)

Technical writing

Communication skills

Education

University degree in a technical field (mathematics, physics, statistics, engineering, computer science)

PhD in a technical field

Tools

Excel

Job description

A leading financial services provider is seeking a professional to join their Data Analytics & Reporting team. The successful candidate will develop and maintain pricing models, engage with traders and senior management, and analyze market data. A university degree in a technical field is required, preferably with industry experience. This role offers competitive compensation and benefits, including health insurance and retirement plans. Salary range is CAD $110,000 to $120,000.