Front Office Equity Derivatives Desk Quant jobs in United States
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BMO · 14 hours ago

Front Office Equity Derivatives Desk Quant

BMO Capital Markets is a leading, full-service financial services provider, and they are seeking a Front Office Equity Derivatives Desk Quant. The role involves utilizing quantitative skills to develop and implement trading strategies, manage risk, and collaborate with trading teams to optimize decision-making processes.

BankingCrowdfundingFinanceFinancial Services
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H1B Sponsor Likelynote

Responsibilities

Respond to traders’ requests to troubleshoot intraday risk issues, P&L attribution, and any quant / tech related issues
Prototype new tools to be used for intraday valuations, risks and P&L/explain. Provide the prototypes for tech/quant teams to build into systems
Build optimization tools for exotic options portfolio hedging
Create and maintain custom scenarios, reporting tools, as required to satisfy trading strategy analysis
Optimization of existing workflows and transformation of ad-hoc excel based tools to scalable and distributed solutions
Produce and review back-test data for new models / pricing parameters to identify issues against benchmark production data
Reviewing model output and identifying inconsistencies in data

Qualification

Object Oriented ProgrammingScripting languagesRelational DatabasesQuantitative SkillsMaintaining Git repositoriesCICD toolchainsJiraTableau experiencePowerBI experienceFunctional programmingVanilla & Exotic Equity derivativesPrototype pricing tools

Required

Object Orientated Programming (C# / C++)
Scripting languages (Python / VBA)
Relational Databases (SQL /Postgres)
Maintaining Git repositories
CICD toolchains
Familiarity with Vanilla & Exotic Equity derivative pricing models
Ability to build prototype pricing and diagnostic tools for intraday risk, valuations, P&L and regulatory reporting requirements

Preferred

Familiarity with Jira
Tableau or PowerBI experience
Functional programming experience (F#)

Benefits

Health insurance
Tuition reimbursement
Accident and life insurance
Retirement savings plans

Company

We’re a bank, but there’s more to it than that. ​ When you join BMO, it opens a world of opportunities.

H1B Sponsorship

BMO has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (7)
2024 (2)
2023 (6)
2022 (4)
2021 (2)
2020 (2)

Funding

Current Stage
Public Company
Total Funding
$7.54B
2025-10-23Post Ipo Debt· $142.91M
2025-02-26Post Ipo Debt· $871.76M
2024-07-09Post Ipo Debt· $750M

Leadership Team

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David Casper
U.S. Chief Executive Officer
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Azam Dawood
Head Of Sourcing
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Company data provided by crunchbase