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BMO Capital Markets | Software Engineer (Associate)
Location: Toronto, Ontario, Canada
Type: Full-time
About the Role
We are building and maintaining a quantitative investment strategy (QIS) calculation engine used across Global Markets. You will work closely with sales, trading, and the structuring teams to implement the infrastructure required to calculate quantitative indices in an efficient and scalable manner.
Requirements
We are looking for an experienced engineer with:
- Strong C#/.NET skills
- Solid Python experience (including C#/Python interop such as Pythonnet, gRPC, or similar)
Responsibilities
Work involves:
- Integrating with data providers (Bloomberg, various index providers, internal kdb, etc.)
- Implementing QIS indices in C# and Python
- Developing APIs for internal teams
Tech Stack
- C#/.NET 8
- SQL Server
- kdb
- C#/Python interop
- Distributed systems
- CI/CD
- Containers/cloud