VP, Equity Derivatives Structuring

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 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.

BMO Capital Markets is seeking highly motivated quantitative talent to join its Equity Derivatives Structuring team.

Address: 151 W 42nd Street

Job Family Group: Capital Mrkts Sales & Service

Key Responsibilities

• 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.
• Prepare quantitative analyses and marketing materials supporting client transactions.
• Learn to communicate complex quantitative concepts clearly and effectively.
• Participate in client discussions and presentations as experience develops.
• Collaborate with traders, sales professionals, quantitative researchers, risk managers, and technology teams.
• Contribute to a collaborative, entrepreneurial, and client-focused culture.
• Demonstrate ownership, attention to detail, and a commitment to excellence.

Qualifications

• Required: Master's degree in Quantitative Finance, Financial Engineering, Applied Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative discipline.
• 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.
• Excellent analytical and problem-solving abilities.
• Strong written and verbal communication skills.
• Demonstrated interest in financial markets and derivatives.
• Preferred: Internship or professional experience within derivatives, structured products, structuring, trading, quantitative research, or risk management.
• Familiarity with equity derivatives and volatility products.
• Exposure to numerical methods and derivatives pricing models.