Front Office Equity Derivatives Quant — VP/Associate

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

Benefits offered by this job

Health insurance

Retirement savings plans

Tuition reimbursement

Job summary

BMO Capital Markets is seeking an Associate-level Front Office Desk Quant/Strat to develop trading strategies and collaborate with trading desks in New York. You will prototype tools for valuations, risk, and P&L, and work to optimize intraday processes.

The role requires strong C#/C++, Python, and SQL skills, plus experience with equity derivatives pricing and quantitative trading. Competitive USD salary with comprehensive benefits.

Qualifications

• Proficient in OOP with C# or C++ and scripting in Python/VBA.
• Experience with SQL databases and data analysis for pricing models.
• Familiarity with equity derivatives pricing and intraday risk tools.

Responsibilities

• Respond to traders' requests to troubleshoot intraday risk issues, P&L attribution, and quant/tech issues.
• Prototype tools for intraday valuations, risks, and P&L; support scaling in trading systems.
• Build optimization tools for exotic options hedging.
• Create and maintain custom scenarios and reporting tools for trading strategy analysis.
• Transform ad-hoc Excel workflows into scalable, distributed solutions.

Skills

C# / C++

Python / VBA

SQL / Postgres

Git version control

CI/CD tooling

Jira

Tableau or PowerBI

F#

Tools

Jira

Tableau

PowerBI

Job description

BMO Capital Markets is seeking an Associate-level Front Office Desk Quant/Strat to develop trading strategies and collaborate with trading desks in New York. You will prototype tools for valuations, risk, and P&L, and work to optimize intraday processes.

The role requires strong C#/C++, Python, and SQL skills, plus experience with equity derivatives pricing and quantitative trading. Competitive USD salary with comprehensive benefits.