Application Details

Application Deadline: 04/29/2026

Address: 100 King Street West

Job Family Group: Capital Mrkts Sales & Service

Position Overview

The MFL (Mathematical Finance Library) Interest Rate Quant is responsible for the entire spectrum of quantitative, analytical, technical, and development activities for the interest rate trading desks. The mandate is to provide traders, marketers, BMO CM senior management and our external control groups (Risk Reporting, Risk Oversight, Valuation Product Control, etc.) with the models, tools, analytics, reports, market data and information to effectively price, execute and hedge new transactions and to understand, monitor and manage existing risk.

Key Responsibilities

• Developing new mathematical and computational methods for pricing deals and managing risk and integrating models into the MFL library and other FO applications.
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