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 systemProvide booking and diagnostic support for integrated modelsAutomate release, testing,



and monitoring tools with teammatesEnhance system robustness and capabilities alongside the teamCollaborate on valuation and downstream information captureRequirements:
University degree in mathematics, physics, engineering, statistics, or technical fieldExpert level knowledge of C#Experience with scripting languages;
PowerShell is desirableExperience with financial models and numerical analysisFamiliarity with equities, derivatives, or large codebases helpfulApply quantitative engineering, expert C#, financial modeling, and numerical analysis skills to BMO derivatives technology.
#J-18808-Ljbffr

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