BMO Capital Markets

We’re building and maintaining a quantitative investment strategy (QIS) calculation engine used across Global Markets. Work closely with sales, trading and structuring teams to implement infrastructure required to calculate quantitative indices in an efficient and scalable manner. Role requires strong C#/.NET skills and solid Python experience (including C#/Python interop such as Pythonnet, gRPC, or similar). Responsibilities include integrating with data providers (Bloomberg, various index providers, internal kdb), implementing QIS indices in C# and Python, and developing APIs for internal teams. Tech environment includes .NET 8, SQL Server, kdb, C#/Python interop, distributed systems, CI/CD, containers/cloud.