Front Office Equity Derivatives Trading Strategist

BMO Harris Bank; 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 Flow Derivatives Trading Strategist to develop pricing tools for listed and OTC option strategies and to build RFQ workflows shared across trading desks. The role also involves enabling risk management and executing analytics across multiple teams.

Responsibilities include back-testing, plattform integration, and supporting analysts with Python scripts and market data repositories.

Qualifications

• Enterprise Object Oriented Programming in C#/.NET including WPF/Blazor front ends.
• Scripting experience with Python.
• Relational Database Design (MSSQL/Postgres).
• Enterprise Middleware/MQ experience (AMPS/ActiveMQ/Kafka).
• Experience with market data feed systems.
• Git/CICD toolchains.
• Familiarity with Vanilla & Exotic Equity derivative pricing models.

Responsibilities

• Develop new tools for pricing listed and OTC option strategies to be used by equities trading desks.
• Participate in the creation of a new RFQ workflow tool to be shared across derivatives related trading and sales desks
• Build historical trade analysis tools including customer analysis and P&L attributions.
• Integrate new pricing and risk management tools into the execution platforms to streamline trader workflows.
• Coordinate deliverables across multiple teams including quantitative model development, operations and full-time technology teams.
• Support traders and sales personnel and troubleshoot intraday risk issues, P&L attribution, and any quant / tech related issues.
• Support and guide analysts in the development of back-testing and trade idea generation Python scripts with centralized market data repositories

Skills

C#/.NET

WPF/Blazor

Python

MSSQL/Postgres

Middleware/Message Queues

Market data feeds

Git/CICD

Equity derivatives pricing models

Tools

Tableau

PowerBI

Job description

BMO Capital Markets is seeking a Front Office Flow Derivatives Trading Strategist to develop pricing tools for listed and OTC option strategies and to build RFQ workflows shared across trading desks. The role also involves enabling risk management and executing analytics across multiple teams.

Responsibilities include back-testing, plattform integration, and supporting analysts with Python scripts and market data repositories.