Role OverviewJoin a front-office quantitative team at the intersection of trading, technology, and risk management. As an MFL Mortgage Quant, you will develop the models, analytics, and tools that directly support pricing, hedging, and risk management for BMO's mortgage and asset-backed trading businesses.
What You Will Do
Research, develop, and implement quantitative models and computational methods for pricing and risk management. Build and enhance the quantitative infrastructure used by traders and risk managers across the mortgage platform. Improve model performance through optimization, profiling, and innovative analytical approaches.
Why It Might Be a Fit
Work on intellectually challenging problems with direct market impact. Build production models and analytics used daily by a front-office trading desk. Collaborate with experienced traders, quants, and technology professionals.
Requirements
- Advanced degree in Mathematics, Physics, Statistics, Engineering, Computer Science, Financial Engineering, or a related quantitative discipline.
- Strong programming skills in C#, C++ and/or Python.
- Excellent analytical and problem-solving abilities.
- Strong communication skills and the ability to explain complex ideas to technical and non-technical audiences.
Benefits
- Health insurance
- Tuition reimbursement
- Accident and life insurance
- Retirement savings plans
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