VP/Associate, Front Office Equity Derivatives Desk Quant

Responsibilities

• Quantitative Trading Support
• Respond to traders’ requests to troubleshoot intraday risk issues, P&L attribution, and any quant / tech related issues.
• Prototype new tools to be used for intraday valuations, risks and P&L/explain.
• Provide the prototypes for tech/quant teams to build into systems.
• Create and maintain custom scenarios, reporting tools, as required to satisfy trading strategy analysis.
• Optimize existing workflows and transform ad-hoc excel based tools to scalable and distributed solutions.

Required Skills

• Software Development Skills:
• Object Orientated Programming (C# / C++)
• Scripting languages (Python / VBA)
• Relational Databases (SQL / Postgres)
• Maintaining Git repositories
• CICD toolchains
• Optional Skills:
• Familiarity with Jira
• Tableau or PowerBI experience
• Functional programming experience (F#)
• Quantitative Skills:
• Familiarity with Vanilla & Exotic Equity derivative pricing models
• Ability to build prototype pricing and diagnostic tools for intraday risk, valuations, P&L and regulatory reporting requirements.

Pay

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). The salary range for this role at the VP level is $260,000 USD.

About Us

BMO Financial Group 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.