Director Quantitative Engineer C#
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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#
2 hours ago
Winnipeg, Manitoba, Canada Bank of Montreal Full-timeExpert 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,...
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Director Quantitative Engineer C#
4 days ago
Winnipeg, Manitoba, Canada BMO Full-timeExpert 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,...
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18 hours ago
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18 hours ago
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