VP/Associate, Front Office Flow Derivatives Trading Strategist (Software Developer)
BMO Financial Group1 day ago
Base Salary
$150k - $260k/yr
Responsibilities
- Develop pricing tools for listed and OTC option strategies used by equity-derivatives trading desks.
- Participate in building an RFQ workflow tool for derivatives trading and sales desks.
- Build historical trade-analysis tools, including customer analysis and P&L attribution.
- Integrate pricing and risk-management tools into execution platforms.
- Coordinate deliverables across quantitative model development, operations, and technology teams.
- Support traders and sales personnel by troubleshooting intraday risk, P&L attribution, and quantitative or technology issues.
- Support and guide analysts developing Python back-testing and trade-idea-generation scripts using centralized market-data repositories.
Requirements
- Enterprise object-oriented programming experience in C#/.NET, including WPF or Blazor front ends.
- Python scripting experience.
- Relational database design experience with MSSQL or PostgreSQL.
- Enterprise middleware or message-queue experience with AMPS, ActiveMQ, or Kafka.
- Experience with market-data feed systems and Git/CI/CD toolchains.
- Familiarity with vanilla and exotic equity-derivatives pricing models.
- Preferred experience with FIX protocol, quantitative trading systems, US options-market structure and regulations, C++, Tableau, or Power BI.
Benefits
- Health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.
- Salaried position with compensation varying based on location, skills, experience, education, and qualifications.
- Application deadline is October 29, 2026; the role is based at 151 W 42nd Street.
Tech Stack
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.