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
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
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
BMO
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 CompanyTotal Funding
$7.54B2025-10-23Post Ipo Debt· $142.91M
2025-02-26Post Ipo Debt· $871.76M
2024-07-09Post Ipo Debt· $750M
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2026-01-20
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2026-01-06
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