Senior XVA Quant: Counterparty Risk Modeling & Trading (Ontario)

Senior XVA Quant: Counterparty Risk Modeling & Trading (Ontario)

27 Sep
|
BMO U.S.
|
Ontario

27 Sep

BMO U.S.

Ontario

BMO Capital Markets is seeking a quantitative analyst to own the modeling, analytics and reporting for counterparty credit risk trading in Global Markets. You will provide traders and risk groups with models, analytics and data to price, hedge and monitor current and existing transactions.
The role requires a technical university degree, 4+ years of experience (2 years if PhD), and strong programming in C#, C++, or Python, plus advanced Excel scripting. Strong communication is essential.

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📌 Senior XVA Quant: Counterparty Risk Modeling & Trading (Ontario)
🏢 BMO U.S.
📍 Ontario

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