Expert C# programming meets derivatives credit risk analytics at BMO Capital Markets in Toronto. Build and support systems for valuation and downstream feeds. As a Director-level Quantitative Engineer, you will develop and maintain analytics within the bank derivatives source system. The work covers financial models, numerical analysis, automation, testing, monitoring, and integrated model support. You will collaborate with trading desks, quantitative analysts, and downstream groups. Key Responsibilities:
Develop and maintain derivatives analytics in the source system Provide booking and diagnostic support for integrated models Automate release, testing, and monitoring tools Enhance system robustness and capabilities with teammates Coordinate valuation information with trading and downstream groups Requirements:
University degree in mathematics, physics, engineering, or statistics Expert-level C# knowledge Experience with scripting languages and financial models Familiarity with numerical analysis in a relevant field PowerShell, databases, or distributed computing experience is desirable Use advanced C# and quantitative engineering skills to strengthen BMO derivatives credit risk analytics and model support.
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Director Quantitative Engineer C# in Toronto employer: BMO
BMO Financial Group is an exceptional employer, offering a dynamic work environment in the heart of Toronto where legal professionals can thrive. With a strong commitment to employee growth, BMO provides extensive training, mentorship, and opportunities for career advancement, all while fostering a culture of diversity and inclusion. Employees enjoy a comprehensive benefits package, including health insurance, tuition reimbursement, and retirement savings plans, making it a rewarding place to build a meaningful career.
