Director, Quantitative Developer (C#)

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Join the Quantitative Engineering team at BMO Global Markets and take your skills to the next level! As a Quantitative Engineer, you will have the opportunity to work on the derivatives counterparty credit risk and credit value adjustment system, playing a critical role in programming and supporting analytics, and building the future. Collaborate closely with our trading desks, quants, and downstream groups, and contribute to automating, testing, and monitoring tools.

Key Responsibilities:

• Programming and Support:
  • Develop, program, and maintain analytics within the bank derivatives source system.
  • Provide booking and diagnostic support for integrated models.

• Automation and Improvement:
  • Collaborate with teammates to automate release, testing, and monitoring tools.
  • Enhance system robustness and capabilities alongside your team.

• Stakeholder Collaboration:
  • Work closely with trading desks and quantitative analysts on valuation and downstream feeds.
  • Ensure accurate capture of information by collaborating with downstream groups.

Qualifications:

Required:

• A university degree in a technical field such as mathematics, physics, engineering, or statistics.
• Expert-level knowledge in C#.
• Experience with scripting languages. PowerShell is desirable.
• Experience with financial models.
• Familiarity with numerical analysis in a relevant field.

Desirable:

• Familiarity with equities and/or equity derivatives trading is helpful.
• Experience working on large code bases and familiarity with design patterns.
• XVA or CCR experience is desirable.
• Experience with databases.
• Experience with distributed computing

Salary:

Base Salary offered for this role is $175,000 CAD

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: