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VP, Quantitative Developer (C#)

BMO Capital Markets is a leading, full-service financial services provider offering corporate and investment banking, treasury management, and research services.
$150,000
Backend
Staff Software Engineer
In-Person
5,000+ Employees
8+ years of experience
Finance

Description For VP, Quantitative Developer (C#)

BMO Capital Markets is seeking a VP, Quantitative Developer to join their Global Markets Engineering team within the front office of BMO Global Markets. This role offers an exciting opportunity to work on the bank's internal counterparty credit risk management system, where you'll be responsible for programming and supporting analytics while building the future of financial technology.

As a Quantitative Developer, you'll collaborate closely with trading desks, quants, and downstream groups to develop and maintain critical analytics within the bank's risk management infrastructure. The role combines technical expertise in C# programming with financial domain knowledge, particularly in counterparty credit risk and derivatives.

The ideal candidate brings a strong technical foundation with a degree in mathematics, physics, engineering, or statistics, coupled with extensive experience in C-family languages. Your responsibilities will span from developing and maintaining analytics to automating testing and monitoring tools, all while ensuring robust system capabilities.

This position offers competitive compensation starting at CAD 150,000, along with comprehensive benefits including health insurance, tuition reimbursement, and retirement plans. You'll be working at BMO's Toronto office, contributing to a leading financial institution that's driven by the purpose to "Boldly Grow the Good in business and life."

The role presents an excellent opportunity for professional growth, working alongside top industry professionals while advancing your expertise in quantitative engineering and financial models. You'll be at the forefront of financial technology, directly impacting the success of trading operations through your technical contributions to the derivatives source system.

BMO offers a collaborative and inclusive work environment, with opportunities for continuous learning and development. The company's commitment to innovation and transformation in the financial sector makes this an exciting opportunity for someone looking to make a significant impact in financial technology.

Last updated 3 hours ago

Responsibilities For VP, Quantitative Developer (C#)

  • Develop, program, and maintain analytics within bank's internal counterparty credit risk management system
  • Provide booking and diagnostic support for integrated models
  • Collaborate with teammates to automate release, testing, and monitoring tools
  • Enhance system robustness and capabilities
  • Work closely with trading desks and quantitative analysts on valuation and downstream feeds
  • Ensure accurate capture of information by collaborating with downstream groups

Requirements For VP, Quantitative Developer (C#)

  • University degree in technical field (mathematics, physics, engineering, or statistics)
  • Solid knowledge of a C-family language (C#, C++, Java)
  • Experience with scripting languages
  • Familiarity with numerical analysis
  • Advanced degree in technical field (preferred)
  • Experience with databases (preferred)
  • Experience with web development (preferred)
  • Experience with distributed computing (preferred)
  • Expert-level knowledge in C++ or C# (preferred)
  • Experience with financial models (preferred)
  • Experience with Counterparty Credit Risk or CVA / XVA (preferred)

Benefits For VP, Quantitative Developer (C#)

Medical Insurance
Dental Insurance
Vision Insurance
401k
Education Budget
  • Health insurance
  • Tuition reimbursement
  • Accident and life insurance
  • Retirement savings plans
  • Performance-based incentives
  • Discretionary bonuses

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