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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 and advisory services.
$150,000
Backend
Staff Software Engineer
In-Person
5,000+ Employees
8+ years of experience
Finance

Job Description

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 future solutions. The position involves close collaboration with trading desks, quants, and downstream groups, focusing on automating, testing, and monitoring tools.

As a VP Quantitative Developer, you'll be at the forefront of developing and maintaining critical analytics within the bank's risk management infrastructure. The role requires expertise in C# programming and a strong background in quantitative analysis. You'll be working in a dynamic environment where your technical skills and problem-solving abilities will directly impact trading operations and risk management.

The ideal candidate brings a combination of technical expertise and financial market knowledge, with a university degree in a technical field and solid programming experience in C-family languages. The role offers competitive compensation starting at CAD 150,000, along with comprehensive benefits including health insurance, retirement plans, and performance-based incentives.

This position presents an excellent opportunity for someone looking to advance their career in quantitative development within a leading financial institution. You'll be part of an innovative work environment, collaborating with top professionals while contributing to critical financial systems. The role offers significant professional growth opportunities and the chance to work on challenging projects that directly impact the bank's trading and risk management operations.

Last updated 20 hours ago

Responsibilities For VP, Quantitative Developer (C#)

  • Develop, program, and maintain analytics within the 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, etc.)
  • Experience with scripting languages
  • Familiarity with numerical analysis in a relevant field
  • Experience working on large code bases and familiarity with design patterns (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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