Director, Quantitative Developer (C#)

The Director, Quantitative Developer (C#) at BMO Capital Markets leads the development and maintenance of analytics within the bank's derivatives source system, providing critical booking and diagnostic support for integrated models. This role involves collaborating with trading desks, quantitative analysts, and downstream groups to automate testing and monitoring tools while ensuring accurate valuation and data capture. The position requires expertise in C# and financial models to enhance system robustness and support the derivatives counterparty credit risk and credit value adjustment system.