We’re 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.
We are looking for an experienced engineer with strong C#/.NET skills and solid Python experience (including C#/Python interop such as Pythonnet, gRPC, or similar). 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: C#/.NET 8, SQL Server, kdb, C#/Python interop, distributed systems, CI/CD, containers/cloud.
To apply: https://bmo.wd3.myworkdayjobs.com/External/job/Toronto-ON-CA...