ETF Algo Architect - Low-Latency Trading

BMO Capital Markets Corp.; New York (NY); Presencial; USD 234.000 - 286.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Health insurance

Tuition reimbursement

Accident and life insurance

Retirement savings plans

Descripción de la vacante

BMO Capital Markets Corp. is seeking an ETF Algo Engineer to design and support low-latency electronic trading algorithms for our ETF Market Making team.

The role blends software engineering with quantitative trading knowledge, leveraging AI-assisted development across multiple asset types. Ideal candidates have strong Python/C++ skills, experience in electronic trading workflows, and a track record of delivering reliable, scalable trading systems.

Formación

• 5–7 years of relevant experience and post-secondary degree in related field or equivalent
• Strong software engineering experience in Python and/or C++, including design, testing, and production support
• Fluency with modern programming concepts across languages, scripting, APIs, and data formats as required by the platform
• Experience developing electronic trading algorithms, low-latency systems, real-time apps, or other performance-sensitive software
• Knowledge of electronic trading workflows, market data, order lifecycles, and protocols such as FIX or venue-native interfaces
• Understanding ETFs, market structure, pricing, execution, hedging, and risk management across related asset types
• Experience with Linux, source control, automated testing, CI/CD, observability, performance analysis, and production diagnostic tooling
• Ability to analyze large market and trading datasets and translate findings into reliable engineering solutions
• Effective use of AI-assisted development tools with validation, security, and software quality
• Strong problem-solving, communication, and collaboration skills in a fast-paced trading environment
• Post-secondary degree in Engineering, CS, Math, Statistics, Physics, Finance, or related field or equivalent

Responsabilidades

• Design, develop, test, and support low-latency ETF pricing, quoting, execution, hedging, and inventory management algorithms
• Build systematic trading, pricing, and risk-management tools across ETFs and related asset types
• Integrate exchange, broker, market-data, and RFQ connectivity
• Develop reusable trading services and desk tools for market data, fair value, order management, risk controls, automation, and workflow integration
• Systemically measure and optimize latency, throughput, fill quality, and quote performance across the trading stack
• Create simulation, replay, monitoring, and diagnostic capabilities using multi-source data
• Own production readiness and support, including testing, deployment, observability, and incident analysis
• Apply AI-assisted development tools to accelerate implementation, testing, documentation, and code quality
• Enable new ETFs, venues, trading workflows, and asset structures through scalable configuration and platform enhancements
• Partner with traders, engineering, technology, operations, and control functions to translate desk priorities into reliable production solutions

Conocimientos

Python

C++

Linux

CI/CD

AI tools

Educación

Engineering degree

Computer Science degree

Finance degree

Herramientas

Git

FIX protocol

Market data feeds

Trading platforms

Descripción del empleo

BMO Capital Markets Corp. is seeking an ETF Algo Engineer to design and support low-latency electronic trading algorithms for our ETF Market Making team.

The role blends software engineering with quantitative trading knowledge, leveraging AI-assisted development across multiple asset types. Ideal candidates have strong Python/C++ skills, experience in electronic trading workflows, and a track record of delivering reliable, scalable trading systems.