Quantitative Developer - Equity Derivatives

BMO

New York, NY, United States
Base: $260,000 usd; bonus/equity: may include comm...
Quantitative engineering
Equity derivatives
Bank derivatives source system
Join the Quantitative Engineering team at BMO Global Markets to work on the bank derivatives source system, programming and supporting analytics, and building the future

Job Summary

  • Join the Quantitative Engineering team at BMO Global Markets to work on the bank derivatives source system, programming and supporting analytics, and building the future.
  • Collaborate closely with trading desks, quants, and downstream groups to automate, test, and monitor tools, enhancing system robustness and capabilities.
  • BMO offers a comprehensive total compensation package including performance-based incentives, discretionary bonuses, health insurance, tuition reimbursement, and retirement savings plans.

Matching Summary

Join the Quantitative Engineering team at BMO Global Markets to work on the bank derivatives source system, programming and supporting analytics, and building the future.

Salary

Base: $260,000 USD; Bonus/Equity: May include commission structure, performance-based incentives, discretionary bonuses; Benefits: health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Quantitative Engineering
  • Equity Derivatives
  • Bank Derivatives Source System
  • C-family language (C#, C++, Java)
  • Scripting languages
  • Numerical analysis

Nice-to-have

  • Equities and/or equity derivatives trading
  • Large code bases
  • Design patterns
  • Distributed computing
  • Financial models

Key Requirements

  • University degree in technical field
  • Solid knowledge of C-family language
  • Experience with scripting languages
  • Familiarity with numerical analysis

Work Rights

Not specified

Tailored Resume

Cover Letter