Vice President, Quantitative Analyst (strat) – Commodity Pricing & Position Management

BMO

Toronto, Canada
Base: $160,000 cad; bonus/equity: not specified; b...
Commodity pricing models
.net based mathematical finance library
Excel-based pricing tools
Develop and maintain .Net based mathematical finance library for commodity models

Job Summary

  • Develop and maintain .Net based mathematical finance library for commodity models.
  • Utilize the in-house engineering framework to build web-based or GUI applications for the trading desk.
  • BMO offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

Develop and maintain .Net based mathematical finance library for commodity models.

Salary

Base: $160,000 CAD; Bonus/Equity: Not specified; Benefits: health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Commodity pricing models
  • .Net based mathematical finance library
  • Excel-based pricing tools
  • Python or C# programming
  • Commodity markets understanding

Nice-to-have

  • JavaScript and web frameworks
  • SQL and relational databases
  • ETRM systems experience
  • Risk metrics knowledge

Key Requirements

  • 2+ years of experience in quant role
  • Bachelor’s or graduate degree
  • Proficiency in Excel (including VBA etc)

Work Rights

Not specified

Tailored Resume

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