Expert C# programming meets derivatives credit risk analytics at BMO Capital Markets in Toronto. Build and support systems for valuation and downstream feeds. As a Director-level Quantitative Engineer, you will develop and maintain analytics within the bank derivatives source system. The work covers financial models, numerical analysis, automation, testing, monitoring, and integrated model support. You will collaborate with trading desks, quantitative analysts, and downstream groups.

Key Responsibilities
- Develop and maintain derivatives analytics in the source system
- Provide booking and diagnostic support for integrated models
- Automate release, testing, and monitoring tools
- Enhance system robustness and capabilities with teammates




- Coordinate valuation information with trading and downstream groups

Requirements:
- University degree in mathematics, physics, engineering, or statistics
- Expert-level C# knowledge
- Experience with scripting languages and financial models
- Familiarity with numerical analysis in a relevant field
- PowerShell, databases, or distributed computing experience is desirable Use advanced C# and quantitative engineering skills to strengthen BMO derivatives credit risk analytics and model support.

📌 Director Quantitative Engineer C# (Toronto)
🏢 BMO
📍 Toronto