Mortgage Quant Engineer: Front-Office Pricing and Risk

Bank of Montreal

New York (NY)

On-site

USD 150,000 - 200,000

Full time

8 days ago

Application generator

A complete application in a minute — tailored resume and cover letter, ready to send.

Get past ATS filters

Benefits offered by this job

Health insurance

Retirement plans

Tuition reimbursement

Job summary

Bank of Montreal (BMO) Capital Markets seeks an MFL Mortgage Quant to join a front-office quantitative team at the intersection of trading, technology, and risk management. You will develop the models, analytics, and tools that directly support pricing, hedging, and risk management for BMO's mortgage and asset-backed trading businesses.

This is a highly collaborative role offering direct interaction with traders, senior management, and risk partners, with the opportunity to see your research and

Qualifications

Advanced degree in Mathematics, Physics, Statistics, Engineering, Computer Science, Financial Engineering, or related quantitative field.
Strong programming skills in C#, C++ and/or Python.
Excellent analytical and problem-solving abilities.

Responsibilities

Research, develop, and implement quantitative models for pricing and risk management.
Build and enhance the quantitative infrastructure used by traders and risk managers across mortgage platform.
Improve model performance through optimization and innovative analysis.
Collaborate with traders to deliver pricing tools and risk analytics.
Analyze market data to support research, strategy, and decision-making.
Ensure robust model governance and usage with stakeholders.

Skills

Quantitative degree

C/C++/Python

Analytical skills

Communication skills

Education

Advanced quantitative degree

Job description

This is a highly collaborative role offering direct interaction with traders, senior management, and risk partners, with the opportunity to see your research and

Get your free, confidential resume review.

or drag and drop your file here.