Flow Derivatives Strategist, Front Office — Equity Options

Bank of Montreal; New York (NY); On-site; USD 150,000 - 200,000; Full time

Benefits offered by this job

Health insurance

Tuition reimbursement

Accident and life insurance

Retirement savings plans

Job summary

Bank of Montreal (BMO Capital Markets) is seeking a Front Office Flow Derivatives Trading Strategist to develop and implement trading strategies and tools for the Equity Derivatives desks, focusing on pricing platforms, execution systems and risk management.

The role emphasizes rapid trading of listed and OTC derivatives, supporting traders and sales, and coordinating with model development, operations and technology teams to streamline workflows.

Qualifications

• Enterprise OO programming in C#/.NET with WPF/Blazor front ends.
• Python scripting experience.
• Relational database design with MSSQL and PostgreSQL.
• Middleware/MQ experience: AMPS/ActiveMQ/Kafka.
• Experience with market data feed systems.
• Git and CI/CD toolchains.
• Familiarity with vanilla and exotic equity derivative pricing models.

Responsibilities

• Develop new tools for pricing listed and OTC option strategies for equities desks.
• Create a new RFQ workflow tool across derivatives trading and sales desks.
• Build historical trade analysis tools including customer analysis and P/L attributions.
• Integrate pricing and risk tools into execution platforms to streamline trader workflows.
• Coordinate deliverables across quantitative model development, operations and tech teams.
• Support traders and sales and troubleshoot intraday risk issues and P/L attribution.
• Guide analysts in back-testing and idea generation Python scripts with market data repos.

Skills

C#/.NET

Python

Relational databases

Middleware/MQ

Market data feeds

Git & CI/CD

Equity derivatives pricing models

C++

Pricing & risk tools

Tools

MSSQL

PostgreSQL

AMPS

ActiveMQ

Kafka

Job description

Bank of Montreal (BMO Capital Markets) is seeking a Front Office Flow Derivatives Trading Strategist to develop and implement trading strategies and tools for the Equity Derivatives desks, focusing on pricing platforms, execution systems and risk management.

The role emphasizes rapid trading of listed and OTC derivatives, supporting traders and sales, and coordinating with model development, operations and technology teams to streamline workflows.