VP/Associate, Front Office Flow Derivatives Trading Strategist

Bank of Montreal; New York (NY); On-site; USD 150,000 - 200,000; 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) is seeking a Front Office Flow Derivatives Trading Strategist to develop and implement trading strategies and tools for the Equity Derivatives desks, focusing on pricing platforms, execution systems and risk management.

The role emphasizes rapid trading of listed and OTC derivatives, supporting traders and sales, and coordinating with model development, operations and technology teams to streamline workflows.

Qualifications

• Enterprise OO programming in C#/.NET with WPF/Blazor front ends.
• Python scripting experience.
• Relational database design with MSSQL and PostgreSQL.
• Middleware/MQ experience: AMPS/ActiveMQ/Kafka.
• Experience with market data feed systems.
• Git and CI/CD toolchains.
• Familiarity with vanilla and exotic equity derivative pricing models.

Responsibilities

• Develop new tools for pricing listed and OTC option strategies for equities desks.
• Create a new RFQ workflow tool across derivatives trading and sales desks.
• Build historical trade analysis tools including customer analysis and P/L attributions.
• Integrate pricing and risk tools into execution platforms to streamline trader workflows.
• Coordinate deliverables across quantitative model development, operations and tech teams.
• Support traders and sales and troubleshoot intraday risk issues and P/L attribution.
• Guide analysts in back-testing and idea generation Python scripts with market data repos.

Skills

C#/.NET

Python

Relational databases

Middleware/MQ

Market data feeds

Git & CI/CD

Equity derivatives pricing models

C++

Pricing & risk tools

Tools

MSSQL

PostgreSQL

AMPS

ActiveMQ

Kafka

Job description

Application Deadline: 10/29/2026 Address: 151 W 42nd Street Job Family Group: Capital Mrkts Sales & Service

BMO Capital Markets is a leading, full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world.

The Front Office Flow Derivatives Trading Strategist role

The Front Office Flow Derivatives Trading Strategist role involves utilizing technical and quantitative skills to develop and implement trading strategies and tools to be used by the Equity Derivatives businesses, with an emphasis on rapidly trading listed and OTC derivatives.

The candidate would help guide business decisions on the development of pricing platforms, execution systems and algorithms, and risk management.

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

Required Skills

• Enterprise Object Orientated 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.

Nice to have skills

• Experience with FIX protocol and quantitative trading systems
• US Option Market structure and regulatory knowledge
• C++
• Tableau or PowerBI experience

Salary: The salary range for this role at the Associate level is $150,000 up to $200,000 USD (subject to the candidate meeting the specific skills, experience, education, and qualification requirements)

Please note the base salary for this role at the VP level is $260,000 USD

Salary: Pay Type: Salaried

The above represents BMO Financial Group’s pay range and type. Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure. Salaries for part-time roles will be pro-rated based on number of hours regularly worked. For commission roles, the salary listed above represents BMO Financial Group’s expected target for the first year in this position. BMO Financial Group’s total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards.

BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. To view more details of our benefits, please visit: https://jobs.bmo.com/global/en/Total-Rewards

About Us

At BMO we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world. As a member of the BMO team you are valued, respected and heard, and you have more ways to grow and make an impact. We strive to help you make an impact from day one – for yourself and our customers. We’ll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we’ll help you gain valuable experience, and broaden your skillset. To find out more visit us at http://jobs.bmo.com/us/en

BMO is proud to be an equal employment opportunity employer. We evaluate applicants without regard to race, religion, color, national origin, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity, gender expression, transgender status, sexual stereotypes, age, status as a protected veteran, status as an individual with a disability, or any other legally protected characteristics. We also consider applicants with criminal histories, consistent with applicable federal, state and local law. BMO is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation because of a disability for any part of the employment process, please send an e-mail to [e-mail] and let us know the nature of your request and your contact information.

BMO is a leading bank driven by a single purpose: to Boldly Grow the Good in business and life. Everywhere we do business, we’re focused on building, investing and transforming how we work to drive performance and continue growing the good. Who we are We’re proud to be fueling growth and expanding possibilities for individuals, families and businesses. More than 12 million customers count on us for personal and commercial banking, wealth management and investment services. As the 8th largest bank in North America by assets, we provide personal and commercial banking, wealth management and investment services to more than 12 million customers. In Canada, the United States and across the globe, we’ll continue to build, invest and transform to drive performance that serves the good that grows.