Quantitative Trading Specialist

2 weeks ago


Toronto, Ontario, Canada BMO Full time

Job Summary

The Front Office Quantitative Trading Specialist / Strat role involves utilizing quantitative skills to develop and implement trading strategies, risk management and collaboration with trading teams to optimize decision making processes.

Key Responsibilities

  • Model Risk Management
    • Act as first line of defense for exotic models. Identify possible sources of bleed via back-testing thru time and across market scenarios.
    • Facilitate User Acceptance Testing by working directly with traders who will use new models or features. Coordinate with other stakeholder groups in 1st and 2nd line of defense
    • Build tools for ongoing performance monitoring of production models versus other benchmark / candidate models.
    • Participate in periodic reviews of model performance, and provide insight into what has been observed, what can be improved, etc.
  • Quantitative Trading Support
    • Create custom scenarios, reporting tools, as required to satisfy trading strategy analysis.
    • Respond to traders' requests to troubleshoot intraday risk issues, P&L attribution, and any quant / tech related issues.
    • Prototype new tools to be used for intraday valuations, risks and P&L/explain. Provide the prototypes for tech/quant teams to build into systems.
  • Required Skills
    • Software Development Skills
      • Expert level C# programming
      • Functional Programming experience (e.g. F# or others)
      • Relational Databases (SQL / Postgres)
      • Git / SVN
      • Modern software design patterns
      • Optional: Message Queues
      • Optional: Tableu or PowerBI
      • Optional: Python or other scripting languages
    • Quantitative Skills
      • Experience building or at least debugging exotic equity derivative pricing models
      • Understanding of options trading strategies
      • Understanding of Stochastic Volatility

Compensation

$81, $151,200.00

Pay Type:

Salaried

The above represents BMO Financial Group's pay range and type.

Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure. Salaries for part-time roles will be pro-rated based on number of hours regularly worked. For commission roles, the salary listed above represents BMO Financial Group's expected target for the first year in this position.

BMO Financial Group's total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards. BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.



  • Toronto, Ontario, Canada CW Talent Solutions Full time

    Job DescriptionCW Talent Solutions is seeking a highly skilled Quantitative Trading Specialist to join our team in Toronto. As a key member of our trading operations team, you will be responsible for managing the daily execution of quantitative systematic trading strategies.Key Responsibilities:Collaborate with developers, researchers, and technology teams...


  • Toronto, Ontario, Canada CW Talent Solutions Full time

    Job DescriptionCW Talent Solutions is seeking a highly skilled Quantitative Trading Specialist to join our team in Toronto. As a key member of our trading operations team, you will be responsible for managing the daily execution of quantitative systematic trading strategies.Key Responsibilities:Collaborate with developers, researchers, and technology teams...


  • Toronto, Ontario, Canada CW Talent Solutions Full time

    Job DescriptionCW Talent Solutions is seeking a highly skilled Quantitative Trading Specialist to join our team in Toronto.Key Responsibilities:Collaborate with developers, researchers, and technology teams to oversee the daily operations of our systematic trading platform.Foster business growth by gaining a thorough understanding of market microstructure,...


  • Toronto, Ontario, Canada CW Talent Solutions Full time

    Job DescriptionCW Talent Solutions is seeking a highly skilled Quantitative Trading Specialist to join our team in Toronto.Key Responsibilities:Collaborate with developers, researchers, and technology teams to oversee the daily operations of our systematic trading platform.Foster business growth by gaining a thorough understanding of market microstructure,...


  • Old Toronto, Ontario, Canada Skill Farm Full time

    Job Opportunity at Skill Farm:About the Role:We are seeking a highly skilled Investment Quantitative Trading Specialist to join our team at Skill Farm. As a key member of our trading floor, you will be responsible for developing and implementing quantitative trading strategies using advanced mathematical techniques.Key Responsibilities:Design and implement...


  • Old Toronto, Ontario, Canada Skill Farm Full time

    Job Opportunity at Skill Farm:About the Role:We are seeking a highly skilled Investment Quantitative Trading Specialist to join our team at Skill Farm. As a key member of our trading floor, you will be responsible for developing and implementing quantitative trading strategies using advanced mathematical techniques.Key Responsibilities:Design and implement...


  • Toronto, Ontario, Canada Bank of Montreal Full time

    Job SummaryWe are seeking a highly skilled Quantitative Trading Specialist to join our team at the Bank of Montreal. As a key member of our Front Office, you will be responsible for developing and implementing trading strategies, risk management, and collaborating with trading teams to optimize decision-making processes.Key ResponsibilitiesDevelop and...


  • Toronto, Ontario, Canada Bank of Montreal Full time

    Job SummaryWe are seeking a highly skilled Quantitative Trading Specialist to join our team at the Bank of Montreal. As a key member of our Front Office, you will be responsible for developing and implementing trading strategies, risk management, and collaborating with trading teams to optimize decision-making processes.Key ResponsibilitiesDevelop and...


  • Toronto, Ontario, Canada CW Talent Solutions Full time

    Job Description**About CW Talent Solutions**CW Talent Solutions is a leading provider of top talent to the financial industry. We are committed to delivering exceptional candidates who meet the highest standards of quality and expertise.Job SummaryWe are seeking a highly skilled Systematic Trader to join our team in Toronto. As a key member of our trading...


  • Toronto, Ontario, Canada CW Talent Solutions Full time

    Job Description**About CW Talent Solutions**CW Talent Solutions is a leading provider of top talent to the financial industry. We are committed to delivering exceptional candidates who meet the highest standards of quality and expertise.Job SummaryWe are seeking a highly skilled Systematic Trader to join our team in Toronto. As a key member of our trading...


  • Toronto, Ontario, Canada the Ladders Full time

    About FQ Support ServicesWe are a fintech company that provides data analysis and financial markets expertise to the asset management arm of a leading online trading platform.Job SummaryWe are seeking a highly skilled Quantitative Trader to join our team and contribute to advancing our data analysis and financial markets expertise.Key ResponsibilitiesDevelop...


  • Toronto, Ontario, Canada the Ladders Full time

    About FQ Support ServicesWe are a fintech company that provides data analysis and financial markets expertise to the asset management arm of a leading online trading platform.Job SummaryWe are seeking a highly skilled Quantitative Trader to join our team and contribute to advancing our data analysis and financial markets expertise.Key ResponsibilitiesDevelop...


  • Toronto, Ontario, Canada CW Talent Solutions Full time

    Position Overview: CW Talent Solutions is seeking a dedicated Quantitative Trading Operations Analyst to enhance our trading team. Key Responsibilities: Oversee the daily execution of quantitative trading strategies. Make informed, real-time decisions to manage and mitigate trading risks. Collaborate with cross-functional teams to optimize trading...


  • Toronto, Ontario, Canada BMO Full time

    **Job Summary**BMO is seeking a highly skilled Quantitative Associate to join our Structured Equities Trading team. As a key member of our team, you will work closely with structuring and sales personnel to develop and implement quantitative strategies, as well as provide support in managing trade lifecycle, pricing, and business intelligence.**Key...


  • Toronto, Ontario, Canada BMO Full time

    **Job Summary**BMO is seeking a highly skilled Quantitative Associate to join our Structured Equities Trading team. As a key member of our team, you will work closely with structuring and sales personnel to develop and implement quantitative strategies, as well as provide support in managing trade lifecycle, pricing, and business intelligence.**Key...


  • Toronto, Ontario, Canada BMO Full time

    **Job Summary**BMO is seeking a highly skilled Quantitative Associate to join our Structured Equities Trading team. As a key member of our team, you will work closely with structuring and sales personnel to develop and implement quantitative strategies, providing support in managing trade lifecycle, pricing, and business intelligence.**Key...


  • Toronto, Ontario, Canada BMO Full time

    **Job Summary**BMO is seeking a highly skilled Quantitative Associate to join our Structured Equities Trading team. As a key member of our team, you will work closely with structuring and sales personnel to develop and implement quantitative strategies, providing support in managing trade lifecycle, pricing, and business intelligence.**Key...


  • Toronto, Ontario, Canada RBC - Royal Bank Full time

    Job SummaryWe are seeking a highly skilled Quantitative Trading Analyst to join our systematic equities team at RBC Capital Markets. As a key member of our team, you will be responsible for developing and implementing advanced quantitative trading strategies using cutting-edge machine learning techniques.Key ResponsibilitiesDesign and implement novel...


  • Toronto, Ontario, Canada RBC - Royal Bank Full time

    Job SummaryWe are seeking a highly skilled Quantitative Trading Analyst to join our systematic equities team at RBC Capital Markets. As a key member of our team, you will be responsible for developing and implementing advanced quantitative trading strategies using cutting-edge machine learning techniques.Key ResponsibilitiesDesign and implement novel...


  • Toronto, Ontario, Canada BMO Full time

    Job SummaryWe are seeking a highly skilled Quantitative Analyst to join our Structured Equities Trading team. As a key member of our team, you will be responsible for working closely with our trading teams to develop and implement effective pricing models for structured OTC products and notes.Key ResponsibilitiesDevelop and maintain complex pricing models...