VP, Equity Derivatives Structuring

BMO•New York, NY

1d•$260,000•Onsite

About The Position

BMO Capital Markets is seeking highly motivated quantitative talent to join its Equity Derivatives Structuring team. We are looking for intellectually curious individuals who are passionate about financial markets, derivatives, and quantitative problem solving, and who are willing to invest the effort required to become experts in equity derivatives. This opportunity is well suited to both outstanding recent graduates from leading quantitative programs and early-career professionals currently working in structuring, derivatives, quantitative analytics, trading, or risk management roles. As part of the Structuring team, you will work alongside traders, sales professionals, engineers, and quantitative specialists to design, analyze, price, and execute equity derivative and structured investment solutions for institutional and wealth-management clients. The successful candidate will contribute to the development and execution of equity derivatives solutions across a broad range of products, including vanilla options, light exotic derivatives, structured notes, systematic investment strategies, and volatility-based solutions. The role offers significant exposure to both quantitative analysis and commercial decision-making, providing a unique opportunity to develop technical expertise while building client-facing and business skills. Successful candidates will gain hands-on experience across the full product lifecycle, from idea generation and quantitative modeling to trade execution and client engagement.

Requirements

Master's degree in Quantitative Finance, Financial Engineering, Applied Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative discipline.
Strong quantitative undergraduate academic background.
Strong programming skills in Python.
Solid understanding of derivatives pricing and options theory.
Knowledge of stochastic calculus, probability theory, and quantitative modeling techniques.
Excellent analytical and problem-solving abilities.
Strong written and verbal communication skills.
Demonstrated interest in financial markets and derivatives.

Nice To Haves

Internship or professional experience within derivatives, structured products, structuring, trading, quantitative research, or risk management.
Familiarity with equity derivatives and volatility products.
Exposure to numerical methods and derivatives pricing models.
Experience working with financial datasets and quantitative analytics tools.

Responsibilities

Design and analyze equity-linked investment and hedging solutions.
Structure and price vanilla and light exotic derivative transactions.
Support the development of structured notes and customized investment solutions.
Evaluate risk-return characteristics of proposed transactions and investment strategies.
Perform payoff analysis, scenario testing, and sensitivity analysis.
Develop and maintain analytical tools using Python.
Support pricing, risk management, and trade analytics platforms.
Conduct quantitative research on derivatives pricing, volatility, and market behavior.
Identify opportunities to automate and enhance existing processes and workflows.
Partner closely with sales and trading teams to deliver customized client solutions.
Prepare quantitative analyses and marketing materials supporting client transactions.
Learn to communicate complex quantitative concepts clearly and effectively.
Participate in client discussions and presentations as experience develops.
Work closely with traders, sales professionals, quantitative researchers, risk managers, and technology teams.
Contribute to a collaborative, entrepreneurial, and client-focused culture.
Demonstrate ownership, attention to detail, and a commitment to excellence.