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

BMO Capital Markets

Toronto, Ontario, Canada
Base: $160,000 cad; pyy type: salaried; benefits: ...
Commodity pricing models
.net based mathematical finance library
Excel-based pricing tools
The role involves designing, building, and maintaining models and tools for commodity pricing and position management, starting with .Net and Excel and transitioning to scalable web applications

Job Summary

  • The role involves designing, building, and maintaining models and tools for commodity pricing and position management, starting with .Net and Excel and transitioning to scalable web applications.
  • Key responsibilities include developing and maintaining .Net and Excel-based tools, building web/GUI applications using an in-house engineering framework, and automating data workflows.
  • BMO Financial Group offers a total compensation package that may include performance-based incentives, discretionary bonuses, health insurance, tuition reimbursement, and retirement savings plans.

Matching Summary

The role involves designing, building, and maintaining models and tools for commodity pricing and position management, starting with .Net and Excel and transitioning to scalable web applications.

Salary

Base: $160,000 CAD; Pay Type: Salaried; 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
  • Web-based application development
  • Data workflow automation
  • Collaboration with trading and risk teams

Nice-to-have

  • Familiarity with ETRM systems
  • Knowledge of risk metrics
  • JavaScript and web frameworks
  • SQL and relational databases

Key Requirements

  • 2+ years of experience in commodities or related asset class
  • Bachelor's or graduate degree in Physics, Engineering, Computer Science, Mathematics or related field
  • Strong proficiency in Excel (including VBA etc)
  • Programming experience in Python or C#

Work Rights

Not specified

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