Vice President, Quantitative Analyst (Strat) – Commodity Pricing & Position Management

Vice President, Quantitative Analyst (Strat) – Commodity Pricing & Position Management

Join to apply for the Vice President, Quantitative Analyst (Strat) – Commodity Pricing & Position Management role at BMO Capital Markets .

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.

Key Responsibilities

• Develop and maintain .Net based mathematical finance library for commodity models.
• Develop and maintain Excel-based pricing models and position tracking tools.
• Utilize the in‑house engineering framework to build web‑based or GUI applications for the trading desk.
• Automate data workflows and integrate external / internal data sources.
• Collaborate with traders, risk managers, and IT to gather requirements and deliver solutions.
• Ensure tools are robust, scalable, and aligned with trading strategies and risk policies.
• Document models, workflows, and application architecture.

Required Qualifications

Preferred Qualifications

Salary

Please note the base salary for this role is $160,000 CAD.

Benefits

Salary and compensation will vary based on location, skills, experience, education, and qualifications. BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. For additional details of our benefits, please visit the BMO Total Rewards page.

Equal Opportunity Statement

BMO is committed to an inclusive, equitable and accessible workplace. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.

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