Vice President, Interest Rate Quant
BMO US(6 days ago)
About this role
The Interest Rate Quant Vice President at BMO Capital Markets is responsible for developing and supporting sophisticated quantitative models and tools for interest rate trading, with a focus on building high-speed C++ libraries for real-time market data processing and derivative valuation. The role involves collaboration across trading, engineering, and risk management teams to improve trading strategies and risk monitoring.
Required Skills
- C++
- Quantitative Finance
- Interest Rate Derivatives
- Market Data
- Curve Building
- Numerical Methods
- Python
- Excel
- High Performance Computing
- Financial Modeling
About BMO US
bmo.comBMO offers a wide range of personal and business banking services, including checking & savings accounts, loans, lines of credit, credit cards and more.
View more jobs at BMO US →Apply instantly with AI
Let ApplyBlast auto-apply to jobs like this for you. Save hours on applications and land your dream job faster.
More jobs at BMO US
Similar Jobs
Bank Portfolio Manager - Interest Rate Derivatives and Hedging
Northern Trust(5 months ago)
Front Office Equity Derivatives Quant -Vice President
Barclays(22 days ago)
Global Markets - Rates Quantitative Developer
Barclays(28 days ago)
Senior Manager, Interest Rate Risk & Liquidity Modeling
China CITIC Bank International(8 days ago)
First VP, Interest Rate Strategist, Treasury & Research
UOB(1 month ago)
Sr. Manager, Interest Rate Risk Management (Hybrid)
Capital(1 month ago)