Job Description
Associate, Structured Products Strategies
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BMO Capital Markets is a leading, full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world.
About the Role
We’re looking for a pragmatic, detail-oriented Software Engineer to help build and maintain our Quantitative Investment Strategy (QIS) Calculation Engine — the core platform that powers the calculation of quantitative indices (levels and decompositions), risk modeling, scenario analysis and prototyping across Global Markets. You’ll work across a modern C# codebase with critical Python interop for research pipelines, numerical routines, quick prototyping, backtesting, and data science tooling. Expect to collaborate closely with quants, traders, and software engineers to...
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