C++ Quant Developer

Based in New York City with on-site work, BMO Financial Markets seeks a skilled C++ Quant Developer to help build and optimize a high-performance quantitative trading system. The role centers on Fixed Income electronic and quantitative trading, including automated quoting, execution, and risk management, with close collaboration between traders and quants to extend core frameworks and the quant library.

Responsibilities

• Work on automated quoting, execution and risk management within the Fixed Income electronic and quantitative trading platform.
• Contribute to the foundational frameworks and the quant library.
• Collaborate with traders and quants on complex engineering problems.

Requirements

• 2+ years of experience developing high-performance software in C++
• Experience working on trading systems
• Experience working with Linux
• A degree in a technical or quantitative field

Technologies

• C++
• Linux
• Python

Benefits

• Health insurance
• Tuition reimbursement
• Accident and life insurance
• Retirement savings plans
• Performance-based incentives
• Discretionary bonuses

Qualifications

• 2+ years of experience developing high-performance software in C++
• Experience working on trading systems
• Experience working with Linux
• A degree in a technical or quantitative field

NICE TO HAVES

• Knowledge of Rates pricing and risk
• Experience building or working with quant libraries
• Understanding of network fundamentals and transactional technologies
• Python

Salary

Base salary for this role at VP level is $260,000 USD per year.