Front Office Equity Derivatives Quant – Associate/VP

BMO; New York (NY); On-site; USD 150,000 - 260,000; Full time

Benefits offered by this job

Health insurance

Retirement savings plans

Tuition reimbursement

Accident and life insurance

Job summary

BMO Capital Markets is seeking a Front Office Desk Quant / Strat in New York to apply quantitative skills to trading strategies, risk management, and collaboration with trading teams.

You will respond to traders' requests, prototype intraday valuation tools, and build pricing and risk analytics for exotic options while transforming ad-hoc workflows into scalable solutions. Salary ranges are provided for Associate and VP levels with potential bonuses.

Qualifications

• Proficient in object-oriented programming with C# and C++.
• Experience with Python and VBA scripting.
• Strong SQL / Postgres database skills.
• Experience with Git repositories and CI/CD tooling.
• Jira familiarity is a plus; Tableau or Power BI experience is beneficial.
• Functional programming knowledge with F# is optional.

Responsibilities

• Respond to traders’ requests to troubleshoot intraday risk issues, P&L attribution, and quant / tech related issues.
• Prototype new tools to be used for intraday valuations, risks and P&L/explain. Provide prototypes for tech/quant teams.
• Build optimization tools for exotic options portfolio hedging.
• Create and maintain custom scenarios, reporting tools, as required to satisfy trading strategy analysis.
• Optimization of existing workflows and transformation of ad-hoc excel based tools to scalable and distributed solutions.

Skills

C# / C++

Python / VBA

SQL

Git repositories

CI/CD

Jira

Tableau

Power BI

F#

Tools

SQL / Postgres

Jira

Tableau

Power BI

F#

Job description

BMO Capital Markets is seeking a Front Office Desk Quant / Strat in New York to apply quantitative skills to trading strategies, risk management, and collaboration with trading teams.

You will respond to traders' requests, prototype intraday valuation tools, and build pricing and risk analytics for exotic options while transforming ad-hoc workflows into scalable solutions. Salary ranges are provided for Associate and VP levels with potential bonuses.