Build low-latency ETF trading algorithms at BMO in Toronto, applying Python or C++ and AI-assisted development across electronic markets. As an ETF Algo Engineer, you will support BMO’s ETF Market Making team through production software engineering. Design pricing, quoting, execution, hedging, and inventory solutions while working with market data, trading protocols, and quantitative workflows. Your work spans ETFs, equities, futures, options, fixed income, and FX.

Key Responsibilities
- Design and support low-latency ETF trading algorithms
- Build systematic trading, pricing, and risk-management tools
- Integrate exchange, broker, market-data, and RFQ connectivity
- Measure latency, throughput, fill quality, and resiliency




- Support production testing, deployment, observability, and incident analysis

Requirements:
- Five to seven years of relevant experience
- Production software engineering experience in Python and/or C++
- Experience with electronic trading or low-latency systems
- Knowledge of market data, order lifecycles, and FIX
- Experience with Linux, testing, CI/CD, and observability Apply software engineering, quantitative analysis, and trading knowledge to strengthen BMO’s ETF market-making technology in Toronto.

📌 ETF Algorithm Engineer BMO (Toronto)
🏢 BMO
📍 Toronto