Base: $160,000 cad; bonus/equity: may include comm...
.net based mathematical finance library development
Excel-based pricing model maintenance
Strong understanding of commodity markets
The role involves developing scalable web applications and maintaining mathematical finance libraries for commodity pricing
Job Summary
The role involves developing scalable web applications and maintaining mathematical finance libraries for commodity pricing.
Candidates will collaborate closely with trading and risk teams to ensure tools align with strategies and policies.
BMO offers a comprehensive benefits package including health insurance, tuition reimbursement, and retirement savings plans.
Matching Summary
The role involves developing scalable web applications and maintaining mathematical finance libraries for commodity pricing.
Salary
Base: $160,000 CAD; Bonus/Equity: May include commission structure and performance incentives; Benefits: Health insurance, tuition reimbursement, accident/life insurance, retirement savings
Skills & Requirements
Must-have
.Net based mathematical finance library development
Excel-based pricing model maintenance
Strong understanding of commodity markets
Proficiency in Python or C# programming
Experience with data workflow automation
Nice-to-have
JavaScript and web framework familiarity
SQL and relational database experience
ETRM systems knowledge like Endur
Risk metrics expertise such as VaR
Curve construction methodologies
Key Requirements
Bachelor's or graduate degree in Physics, Engineering, CS, Math
2+ years experience in strat, quant, or developer role within commodities