Build derivatives credit risk analytics at BMO Global Markets in Toronto, using expert C# skills to support valuation systems and quantitative engineering.
As Director, Quantitative Developer, you will program and maintain analytics within the bank derivatives source system. You will support integrated models, collaborate with trading desks and quantitative analysts, and help improve release, testing, and monitoring tools. The work focuses on counterparty credit risk and credit value adjustment systems.
Key Responsibilities: Develop and maintain derivatives source system analytics
Provide booking and diagnostic support for integrated models
Automate release, testing, and monitoring tools
Enhance system robustness and capabilities
Collaborate on valuation and downstream feeds
Requirements: University degree in mathematics, physics, engineering, or statistics
Expert-level knowledge in C#
Experience with scripting languages; PowerShell desirable
Experience with financial models and numerical analysis
XVA, CCR, databases, or distributed computing experience desirable
Apply quantitative development expertise in C#, financial models, and credit risk analytics within BMO Global Markets systems.

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📌 Director Quantitative Developer C# (Ontario)
🏢 BMO
📍 Ontario