VP/Associate, Front Office Flow Derivatives Trading Strategist

BMO•New York, NY

12d•$150,000 - $260,000

About The Position

The Front Office Flow Derivatives Trading Strategist role involves utilizing technical and quantitative skills to develop and implement trading strategies and tools to be used by the Equity Derivatives businesses, with an emphasis on rapidly trading listed and OTC derivatives. The candidate would help guide business decisions on the development of pricing platforms, execution systems and algorithms, and risk management.

Requirements

Enterprise Object Orientated Programming in C#/.NET including WPF/Blazor front ends
Scripting experience with Python
Relational Database Design (MSSQL /Postgres)
Enterprise Middleware/MQ experience (AMPS/ActiveMQ/Kafka)
Experience with market data feed systems
Git/CICD toolchains
Familiarity with Vanilla & Exotic Equity derivative pricing models.

Nice To Haves

Experience with FIX protocol and quantitative trading systems
US Option Market structure and regulatory knowledge
C++, Tableau or PowerBI experience

Responsibilities

Develop new tools for pricing listed and OTC option strategies to be used by equities trading desks.
Participate in the creation of a new RFQ workflow tool to be shared across derivatives related trading and sales desks
Build historical trade analysis tools including customer analysis and P&L attributions.
Integrate new pricing and risk management tools into the execution platforms to streamline trader workflows.
Coordinate deliverables across multiple teams including quantitative model development, operations and full-time technology teams.
Support traders and sales personnel and troubleshoot intraday risk issues, P&L attribution, and any quant / tech related issues.
Support and guide analysts in the development of back-testing and trade idea generation Python scripts with centralized market data repositories