Senior XVA Quant: Counterparty Risk Modeling & Trading
BMO U.S
BMO Capital Markets is seeking a quantitative analyst to own the modeling, analytics and reporting for counterparty credit risk trading in Global Markets. You will provide traders and risk groups with models, analytics and data to price, hedge and monitor new and existing transactions.
The role requires a technical university degree, 4+ years of experience (2 years if PhD), and strong programming in C#, C++, or Python, plus advanced Excel scripting. Strong communication is essential.
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