Equity Derivatives Front Office Quant – VP/Associate

Bank of Montreal

United States

On-site

USD 150,000 - 200,000

Full time

3 days ago

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Benefits offered by this job

Health insurance

Tuition reimbursement

Accident and life insurance

Retirement savings plans

Job summary

Bank of Montreal is seeking a Quantitative Trading Support professional to join the US Capital Markets team in New York. You will respond to traders’ requests, troubleshoot intraday risk, and prototype pricing and diagnostic tools for fast, data-driven decisions.

Work with C# / C++, Python, SQL, and BI tools to build scalable models, back-test data, and intraday valuations. The role includes transforming ad-hoc tools into robust, distributed solutions and collaborating across tech and quant

Qualifications

Proficiency in C# or C++ and Python/VBA scripting.
Strong SQL skills with Postgres experience.
Experience maintaining Git repositories and CI/CD toolchains.
Familiarity with Jira, Tableau or PowerBI is a plus.

Responsibilities

Respond to traders’ requests to troubleshoot intraday risk issues, P&L attribution, and quant/tech issues.
Prototype new tools for intraday valuations, risks and P&L; enable tech/quant teams to build into systems.
Build optimization tools for exotic options portfolio hedging.
Create and maintain custom scenarios and reporting tools to support strategy analysis.
Transform ad-hoc Excel tools into scalable, distributed solutions.
Analyze back-test data and review model outputs for inconsistencies.