Vice President, Quantitative Developer (C#)

Posted:
12/23/2024, 11:48:42 AM

Location(s):
Toronto, Ontario, Canada ⋅ Ontario, Canada

Experience Level(s):
Expert or higher ⋅ Senior

Field(s):
Software Engineering

Application Deadline:

02/12/2025

Address:

100 King Street West

Job Family Group:

Data Analytics & Reporting

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. #bmocapitalmarkets

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 bank derivatives source 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.
  • Solid knowledge of a C-family language (C#, C++, Java, etc.).
  • Experience with scripting languages.
  • Familiarity with numerical analysis in a relevant field.

Desirable:

  • An advanced degree in a technical field.
  • Experience working on large code bases and familiarity with design patterns.
  • Experience with databases.
  • Experience with distributed computing.
  • Expert-level knowledge in C++ or C#.
  • Experience with financial models.

Why Join Us?

  • Innovative Work Environment: Contribute to the enhancement of our derivatives source system and directly impact the success of our trading operations.
  • Professional Growth: Collaborate with top professionals in the industry and advance your expertise in quantitative engineering and financial models.
  • Dynamic Challenges: Take on a rewarding role in the fast-paced world of trading, where your technical skills and problem-solving abilities will be put to the test.

Ready to Take the Next Step? If you are passionate about technology and eager for a challenging and rewarding opportunity in the financial sector, we want to hear from you! Apply now to join our team at BMO Capital Markets and make a significant impact on our bank derivatives source system.

Please note base salary offered for this role is $150,000 CAD.

Salary:

$81,600.00 - $151,200.00

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 https://jobs.bmo.com/ca/en.

BMO is committed to an inclusive, equitable and accessible workplace. By learning from each other’s differences, we gain strength through our people and our perspectives. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.

Note to Recruiters: BMO does not accept unsolicited resumes from any source other than directly from a candidate. Any unsolicited resumes sent to BMO, directly or indirectly, will be considered BMO property. BMO will not pay a fee for any placement resulting from the receipt of an unsolicited resume. A recruiting agency must first have a valid, written and fully executed agency agreement contract for service to submit resumes.

Bank of Montreal (BMO)

Website: https://www.bmo.com/

Headquarter Location: Toronto, Ontario, Canada

Employee Count: 10001+

Year Founded: 1817

IPO Status: Public

Last Funding Type: Post-IPO Equity

Industries: Banking ⋅ Crowdfunding ⋅ Finance ⋅ Financial Services