Associate, Quantitative Modelling

BMO Capital Markets

Toronto, Ontario, Canada
Base: $120,000 cad; bonus/equity: not specified; b...
Interest rate modeling
Mathematical and computational methods
Software development (.net, python)
The MFL Interest Rate Quant is responsible for quantitative, analytical, technical, and development activities for interest rate trading desks, providing models and tools for pricing, execution, and risk management

Job Summary

  • The MFL Interest Rate Quant is responsible for quantitative, analytical, technical, and development activities for interest rate trading desks, providing models and tools for pricing, execution, and risk management.
  • Tasks include developing new mathematical and computational methods, maintaining existing models, assisting traders with daily pricing and risk management, and interacting with external control groups.
  • BMO offers a comprehensive total compensation package including base salary, potential incentives, bonuses, health insurance, tuition reimbursement, and retirement savings plans.

Matching Summary

The MFL Interest Rate Quant is responsible for quantitative, analytical, technical, and development activities for interest rate trading desks, providing models and tools for pricing, execution, and risk management.

Salary

Base: $120,000 CAD; Bonus/Equity: Not specified; Benefits: Health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Interest rate modeling
  • Mathematical and computational methods
  • Software development (.NET, Python)
  • Excel scripting and design
  • Technical writing ability
  • Communication skills

Nice-to-have

  • Market data sources
  • New model profiling
  • Deal modeling discussions

Key Requirements

  • 0-4 years of relevant experience
  • Advanced university degree in a technical field
  • Interest rate modeling experience desired

Work Rights

Not specified

Tailored Resume

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