Location
toronto
Job Type
Full-time
Posted
May 27, 2026
Job Description
Elevate your career with BMO as a Quantitative Modeling Associate focused on interest rate trading. Utilize your technical skills in a collaborative environment to develop and maintain crucial financial models.
As part of the MFL Interest Rate Quant team, you will handle quantitative, analytical, and development activities for trading desks. This role demands knowledge in pricing, risk management, and market data utilization. Engaging with traders and external control groups will be essential for effective model usage and risk assessment.
Key Responsibilities:
• Develop new mathematical methods for pricing and risk management
• Maintain existing interest rate models and tools
• Assist traders with daily pricing tasks
• Aggregate and analyze market and trade data for reporting
• Engage in discussions about models and pricing strategies
Requirements:
• Advanced degree in mathematics, physics, or related field
• Experience in interest rate modeling desired
As part of the MFL Interest Rate Quant team, you will handle quantitative, analytical, and development activities for trading desks. This role demands knowledge in pricing, risk management, and market data utilization. Engaging with traders and external control groups will be essential for effective model usage and risk assessment.
Key Responsibilities:
• Develop new mathematical methods for pricing and risk management
• Maintain existing interest rate models and tools
• Assist traders with daily pricing tasks
• Aggregate and analyze market and trade data for reporting
• Engage in discussions about models and pricing strategies
Requirements:
• Advanced degree in mathematics, physics, or related field
• Experience in interest rate modeling desired