Senior Equity Derivatives Structuring Lead

BMO; United States; On-site; USD 120,000 - 170,000; Full time

Job summary

BMO Capital Markets is seeking highly motivated quantitative talent to join its Equity Derivatives Structuring team. The role focuses on designing and pricing equity-linked investments and hedging strategies, with strong emphasis on Python-based tooling and analytics.

Successful candidates will have a Master's degree in a quantitative field, solid derivatives knowledge, and the ability to communicate complex concepts to traders and clients.

Qualifications

• Master's degree in a quantitative field (e.g., Quantitative Finance, Financial Engineering, Applied Mathematics, Statistics, Physics, Engineering, CS).
• Strong quantitative undergraduate academic background.
• Strong programming skills in Python.
• Solid understanding of derivatives pricing and options theory.
• Knowledge of stochastic calculus, probability theory, and quantitative modeling techniques.

Responsibilities

• Design and analyze equity-linked investment and hedging solutions.
• Structure and price vanilla and light exotic derivative transactions.
• Develop 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.
• Collaborate with traders, sales, quantitative researchers, risk managers, and technology teams.

Skills

Python programming

Quantitative analysis

Communication skills

Attention to detail

Education

Master's degree in a quantitative field

Job description

BMO Capital Markets is seeking highly motivated quantitative talent to join its Equity Derivatives Structuring team. The role focuses on designing and pricing equity-linked investments and hedging strategies, with strong emphasis on Python-based tooling and analytics.

Successful candidates will have a Master's degree in a quantitative field, solid derivatives knowledge, and the ability to communicate complex concepts to traders and clients.