Quantitative Developer - Equity Derivatives (c#)

BMO

New York, NY, United States
Base: $260,000 usd; bonus/equity: not specified; b...
On-site
C# programming
Equity derivatives analytics
Trading desk collaboration
Develop, program, and maintain analytics within the bank derivatives source system, providing booking and diagnostic support for integrated models

Job Summary

  • Develop, program, and maintain analytics within the bank derivatives source system, providing booking and diagnostic support for integrated models.
  • Collaborate with teammates to automate release, testing, and monitoring tools, and enhance system robustness and capabilities.
  • Work closely with trading desks and quantitative analysts on valuation and downstream feeds, ensuring accurate capture of information.

Matching Summary

Develop, program, and maintain analytics within the bank derivatives source system, providing booking and diagnostic support for integrated models.

Salary

Base: $260,000 USD; Bonus/Equity: Not specified; Benefits: Health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • C# programming
  • Equity derivatives analytics
  • Trading desk collaboration
  • Automation tools development
  • Numerical analysis

Nice-to-have

  • Equities trading experience
  • Large code base experience
  • Design patterns familiarity
  • Database experience
  • Distributed computing experience

Key Requirements

  • University degree in technical field
  • Experience with scripting languages
  • Expert-level C++ or C# knowledge

Work Rights

Not specified

Tailored Resume

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