Expert C# development drives quantitative engineering at BMO Global Markets in Toronto, supporting derivatives counterparty credit risk and credit value adjustment systems. As a Quantitative Engineer, you will develop and maintain analytics within the bank derivatives source system. You will support integrated model booking and diagnostics while collaborating with trading desks, quantitative analysts, and downstream groups. The work includes automation, testing, monitoring, and system improvement. Key Responsibilities:
Develop and maintain analytics within the bank derivatives source system Provide booking and diagnostic support for integrated models Automate release, testing, and monitoring tools with teammates Enhance system robustness and capabilities alongside the team Collaborate on valuation and downstream information capture Requirements:
University degree in mathematics, physics, engineering, statistics, or technical field Expert level knowledge of C# Experience with scripting languages; PowerShell is desirable Experience with financial models and numerical analysis Familiarity with equities, derivatives, or large codebases helpful Apply quantitative engineering, expert C#, financial modeling, and numerical analysis skills to BMO derivatives technology.
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Director Quantitative Engineer C# in Toronto employer: Bank N.A.
BMO Financial Group is an exceptional employer that fosters a collaborative and innovative work culture, empowering employees to make a meaningful impact from day one. Located at 250 Yonge Street, the company offers competitive salaries, comprehensive benefits including health insurance and tuition reimbursement, and ample opportunities for professional growth and development. With a commitment to creating lasting positive change, BMO values its team members and encourages them to push boundaries while supporting their career aspirations.
