Expert C# development drives quantitative engineering at BMO Global Markets in Toronto, supporting derivatives counterparty credit risk and credit value adjustment systems.
As a Quantitative Engineer, you will develop and maintain analytics within the bank derivatives source system. You will support integrated model booking and diagnostics while collaborating with trading desks, quantitative analysts, and downstream groups. The work includes automation, testing, monitoring, and system improvement.
Key Responsibilities: Develop and maintain analytics within the bank derivatives source system
Provide booking and diagnostic support for integrated models
Automate release, testing, and monitoring tools with teammates
Enhance system robustness and capabilities alongside the team




Collaborate on valuation and downstream information capture
Requirements: University degree in mathematics, physics, engineering, statistics, or technical field
Expert level knowledge of C#
Experience with scripting languages; PowerShell is desirable
Experience with financial models and numerical analysis
Familiarity with equities, derivatives, or large codebases helpful
Apply quantitative engineering, expert C#, financial modeling, and numerical analysis skills to BMO derivatives technology.

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📌 Director Quantitative Engineer C# (Ontario)
🏢 Bank N.a.
📍 Ontario