Front Office Equity Derivatives Quant - VP/Associate

Bank of Montreal; New York (NY); On-site; USD 150,000 - 260,000; 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) seeks a highly skilled quant developer to support intraday risk, valuations, and P&L processes. You will prototype pricing tools, optimize exotic options hedging, and transform Excel workflows into scalable systems in a fast-paced trading environment.

The role requires C#/C++ programming, Python or VBA scripting, SQL, and experience with Git and CI/CD. Expect a salaried position in NYC with competitive compensation and benefits.

Qualifications

• Experience with intraday risk, P&L, pricing models.
• Prototyping risk tools for traders and quant teams.
• Strong programming and data skills.

Responsibilities

• Respond to traders’ requests to troubleshoot intraday risk issues, P&L attribution, and quant/tech issues.
• Prototype new tools for intraday valuations and risk; provide prototypes for tech/quant teams.
• Build optimization tools for exotic options portfolio hedging.
• Create and maintain custom scenarios and reporting tools for trading strategy analysis.
• Transform ad-hoc Excel tools into scalable, distributed solutions.
• Model analysis: back-test data to validate pricing parameters.

Skills

OOP: C# / C++

Python / VBA

SQL / Postgres

Git repositories

CI/CD

Jira

Tableau / PowerBI

F# (FP)

Equity derivative pricing models

Prototype pricing tools

Tools

CICD toolchains

Job description

Bank of Montreal (BMO Capital Markets) seeks a highly skilled quant developer to support intraday risk, valuations, and P&L processes. You will prototype pricing tools, optimize exotic options hedging, and transform Excel workflows into scalable systems in a fast-paced trading environment.

The role requires C#/C++ programming, Python or VBA scripting, SQL, and experience with Git and CI/CD. Expect a salaried position in NYC with competitive compensation and benefits.