Quantitative Developer (C#) - Derivatives Risk Analytics

BMO Capital Markets is seeking a Quantitative Engineer to join the Quantitative Engineering team in Toronto. You will develop analytics for the derivatives counterparty credit risk and credit value adjustment system, collaborate with trading desks, quants, and downstream groups, and contribute to automating, testing, and monitoring tools.

The role emphasizes programming in C#, building robust models, and supporting analytics, with opportunities to work on valuation feeds and model integration

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