Associate, Structured Products Strategies2 days ago Be among the first 25 applicantsGet AI-powered advice on this job and more exclusive features.BMO Capital Markets is a leading, full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world.About the RoleWe’re looking for a pragmatic, detail-oriented Software Engineer to help build and maintain our Quantitative Investment Strategy (QIS) Calculation Engine — the core platform that powers the calculation of quantitative indices (levels and decompositions), risk modeling, scenario analysis and prototyping across Global Markets. You’ll work across a up-to-date C# codebase with critical Python interop for research pipelines, numerical routines, quick prototyping, backtesting, and data science tooling. Expect to collaborate closely with quants, traders, and software engineers to deliver resilient, event driven, auditable systems at scale.What You’ll DoOwnthe engine: design, implement and optimize components of the QIS engine (factor models, signal pipelines, backtesting, scenario analysis, portfolio optimization).Interop & integrations : build robust C#/Python interop layers to bridge production services with research scripts generated by the quant team.Data engineering for quant : develop reliable market data ingestion, normalization, and metadata/versioning (symbols, corporate actions).Performance & reliability : profile and tune CPU/memory, parallelism, caching and I/O; ensure deterministic, reproducible runs with comprehensive logging and telemetry.Model lifecycle management : operationalize quant models—parameterization, configuration, feature flags, release management, and controlled experiment frameworks.Testing & quality : implement rigorous unit/integration tests, regression suites against golden datasets,



and CI/CD pipelines.Risk & compliance : embed controls for auditability, explainability, and traceability of results; support model validation and governance that conforms to BMO standards.Collaboration : partner with quants on specification and model translation; work with the team on deployment, observability, and production incident response.QualificationsMust-have3+ years professional software engineering experience in C#/.NET building production services/libraries.Previous experience in Python with an emphasis on Python internals.Strong knowledge of software architecture and distributed systems: APIs, messaging, concurrency, resiliency patterns, configuration management.Hands‑on experience with Python for numerical computing (NumPy, pandas, SciPy).Solid CS fundamentals: data structures, algorithms, complexity analysis, threads/async, networking, serialization.Database experience: RDMS (PostgreSQL/MSSQL) fundamentals and optimization for performance.Familiarity with market data: time series, corporate actions, calendars, B‑PIPE.Nice‑to‑haveExperience in finance: quantitative investment models, factor investing, portfolio optimization, transaction cost modelling.Performance profiling and high‑performance C# (Span/Memory, SIMD, channels).Experience with on‑prem infrastructure, secrets management, and observability.Exposure to modern C# features (.NET 8+),



and domain‑driven design patterns.Database experience with columnar/time‑series stores.Proficiency in testing and CI/CD: xUnit/NUnit, test containers, GitHub Actions/Azure DevOps.What Success Looks Like (6–12 Months)Enhance the QIS engine’s index calculation throughput and increase the speed at which new indices can be added.Deliver a clean interop layer with clear contracts and automated validation between Python and production C#.Develop and ship at least one new quantitative investment strategy with demonstrable notional attribution.Our Tech StackCore: C#/.NET 8 with ASP.NET Core, on‑prem VMs, IIS.Interop: Python (NumPy/pandas/SciPy) with Pythonnet.Tooling: Azure DevOps, OpenTelemetry.Testing: xUnit/NUnit.Why Join UsImpact at scale: Your work powers real strategies, capital deployment, and risk decisions across Global Markets.R&D; velocity: Tight feedback loops with quants and traders; pragmatic engineering over theory.Modern stack & autonomy: Greenfield opportunities; strong ownership and room to innovate.SalaryBase salary for this role is $120,000 CAD. Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure. For part‑time roles, the salary listed above represents BMO Financial Group’s expected target for the first year in this position.BenefitsBMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. To view more details of our benefits, please visit: https://jobs.Bmo.Com/global/en/Total‑RewardsInclusive WorkplaceBMO is committed to an inclusive, equitable and accessible workplace. By learning from each other’s differences, we gain strength through our people and our perspectives. Accommodations are available on request for candidates taking part in all aspects of the selection process.#J-18808-Ljbffr

📌 Associate, Structured Products Strategies - C$120,000 A Year (Toronto)
🏢 BMO Capital Markets
📍 Toronto