Associate, Quantitative Modelling

BMO

Toronto, ON, Canada
Base: $120,000 cad; bonus/equity: performance-base...
Advanced university degree in technical field
Interest rate modeling experience with optionality
Software development skills in .net or python
The role is responsible for developing new mathematical and computational methods for pricing deals and managing risk while integrating models into the MFL library

Job Summary

  • The role is responsible for developing new mathematical and computational methods for pricing deals and managing risk while integrating models into the MFL library.
  • Candidates will interact with traders, senior management, and external control groups to facilitate understanding of front office models and support daily pricing activities.
  • BMO offers a comprehensive total compensation package including performance-based incentives, discretionary bonuses, health insurance, tuition reimbursement, and retirement savings plans.

Matching Summary

The role is responsible for developing new mathematical and computational methods for pricing deals and managing risk while integrating models into the MFL library.

Salary

Base: $120,000 CAD; Bonus/Equity: Performance-based incentives and discretionary bonuses; Benefits: Health insurance, tuition reimbursement, accident/life insurance, retirement savings

Skills & Requirements

Must-have

  • Advanced university degree in technical field
  • Interest rate modeling experience with optionality
  • Software development skills in .NET or Python

Nice-to-have

  • Strong technical writing ability
  • Effective communication with senior management
  • Experience aggregating market and trade data

Key Requirements

  • 0-4 years of relevant experience
  • Knowledge of Excel scripting and efficient spreadsheet design

Work Rights

Not specified

Tailored Resume

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