Director, Quantitative Developer (C#)
BMO Financial Group1 day ago
Toronto, CanadaStaff+
Responsibilities
- Develop, program, and maintain quantitative analytics within the bank derivatives source system.
- Provide booking and diagnostic support for integrated financial models.
- Collaborate with teammates to automate release, testing, and monitoring tools.
- Enhance system robustness and capabilities.
- Work with trading desks and quantitative analysts on valuation and downstream feeds.
- Collaborate with downstream groups to ensure accurate information capture.
Requirements
- A university degree in a technical field such as mathematics, physics, engineering, or statistics.
- Expert-level knowledge of C#.
- Experience with scripting languages.
- Experience with financial models and familiarity with numerical analysis in a relevant field.
- PowerShell experience is desirable.
- Familiarity with equities or equity derivatives trading is helpful.
- Experience with large codebases and familiarity with design patterns is desirable.
- XVA or CCR experience is desirable.
- Experience with databases and distributed computing is desirable.
Benefits
- Base salary of $175,000 CAD.
- Health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.
- Training, coaching, manager support, and network-building opportunities.
- Inclusive, equitable, and accessible workplace with accommodations available on request.
Tech Stack
C#PowerShell
Categories
About BMO Financial Group
BMO Financial Group is a publicly traded North American bank offering personal and commercial banking, wealth management, and capital markets services to consumers, businesses, and institutions. Founded in 1817 and headquartered in Toronto, it operates in Canada and the United States, including BMO Bank N.A. in the U.S. The company is listed on the NYSE and TSX under the symbol BMO.