VP, Equity Derivatives Structuring — Quant Leader

BMO Harris Bank; New York (NY); On-site; USD 221,000 - 299,000; Full time

Benefits offered by this job

Health insurance

Tuition reimbursement

Accident and life insurance

Retirement savings plans

Job summary

BMO Capital Markets in New York is seeking a highly motivated quantitative professional to join the Equity Derivatives Structuring team. You will design, price, and analyze equity derivative and structured investment solutions for institutional and wealth-management clients.

The role blends finance, mathematics, and technology as you work with traders, sales, and researchers to deliver client-focused solutions, using Python for analytics and modeling.

Qualifications

• 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 and quantitative modeling techniques.
• Excellent analytical and written/verbal communication.

Responsibilities

• Design and analyze equity-linked investment and hedging solutions.
• Structure and price vanilla and light exotic derivative transactions.
• Support development of structured notes and customized investments.
• Perform payoff, scenario, and sensitivity analyses.
• Collaborate with traders, sales, engineers and researchers on client solutions.

Skills

Python programming

Derivatives pricing

Quantitative modeling

Analytical thinking

Communication skills

Education

Master's degree in Quantitative Finance / Financial Engineering

Tools

Python

Job description

BMO Capital Markets in New York is seeking a highly motivated quantitative professional to join the Equity Derivatives Structuring team. You will design, price, and analyze equity derivative and structured investment solutions for institutional and wealth-management clients.

The role blends finance, mathematics, and technology as you work with traders, sales, and researchers to deliver client-focused solutions, using Python for analytics and modeling.