Senior Equity Derivatives Structurer

BMO Capital Markets Corp.; New York (NY); Presencial; USD 234.000 - 286.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Health insurance

Tuition reimbursement

Life insurance

Retirement savings plans

Descripción de la vacante

BMO Capital Markets seeks a highly motivated quantitative professional to join its Equity Derivatives Structuring team in New York. You will design, price, and implement equity derivative solutions for institutional and wealth-management clients, blending quantitative analysis with commercial insight.

Ideal candidates hold a Master’s in a quantitative field, strong Python skills, and solid knowledge of derivatives pricing.

Formación

• Master's degree in Quantitative Finance, Financial Engineering, or related field.
• Strong programming skills in Python.
• Solid understanding of derivatives pricing and options theory.
• Knowledge of stochastic calculus, probability theory, and quantitative modeling techniques.
• Excellent analytical and problem-solving abilities.
• Strong written and verbal communication skills.

Responsabilidades

• Design and analyze equity-linked investment and hedging solutions.
• Structure and price vanilla and light exotic derivative transactions.
• Support the development of structured notes and customized investment solutions.
• Evaluate risk-return characteristics of proposed transactions and investment strategies.
• Perform payoff analysis, scenario testing, and sensitivity analysis.
• Develop and maintain analytical tools using Python.
• Support pricing, risk management, and trade analytics platforms.
• Conduct quantitative research on derivatives pricing, volatility, and market behavior.
• Identify opportunities to automate and enhance existing processes and workflows.
• Partner closely with sales and trading teams to deliver customized client solutions.

Conocimientos

Python

Quantitative finance

Derivatives pricing

Stochastic calculus

Communication skills

Problem solving

Educación

Master's degree in Quantitative Finance/Financial Engineering/Applied Mathematics

Strong quantitative undergraduate background

Herramientas

Python

Descripción del empleo

BMO Capital Markets seeks a highly motivated quantitative professional to join its Equity Derivatives Structuring team in New York. You will design, price, and implement equity derivative solutions for institutional and wealth-management clients, blending quantitative analysis with commercial insight.

Ideal candidates hold a Master’s in a quantitative field, strong Python skills, and solid knowledge of derivatives pricing.