C++ Quant Developer Role at BMO Capital Markets, NYC

C++ Quant Developer at BMO Capital Markets, New York, NY BMO Capital Markets is transforming its Fixed Income electronic and quantitative trading platform and seeking builders who are passionate about high-performance technology. This full-time C++ Quant Developer role in New York, NY places you in a small, focused team working on high-visibility projects at the intersection of software engineering and financial markets. You will collaborate directly with traders and quants to solve complex engineering problems. Role Overview You will contribute to applications spanning automated quoting, execution, and risk management. Responsibilities also include building and maintaining the foundational frameworks and quant libraries that power BMO Global Markets operations. Key Qualifications Experience: 2+ years developing high-performance software in C++. Trading Systems: Prior experience working with trading systems. Environment: Hands-on experience with Linux. Education: A degree in a technical or quantitative field. Nice-to-Have Skills Knowledge of Rates pricing and risk. Experience building or working with quant libraries. Understanding of network fundamentals and transactional technologies. Proficiency in Python. Compensation & Benefits The base salary for this role at the VP level is $260,000 USD, paid on a salaried basis. Total compensation varies based on factors such as location, skills, experience, education, and qualifications, and may include performance-based incentives and discretionary bonuses. BMO Financial Group's benefits package includes: Health insurance Tuition reimbursement Accident and life insurance Retirement savings plans In-depth training, coaching, and network-building opportunities Application Tips for Quant Developers Showcase Low-Latency C++: Highlight specific examples where you optimized C++ code for latency or throughput. Mention modern C++ standards and any multithreading or concurrency work you have handled. Demonstrate Fixed Income Knowledge: If you have experience with Rates, credit, or macro products, make this prominent on your resume. Understanding the math behind derivatives pricing is highly valued here. Highlight Linux & Python: Emphasize your ability to deploy and debug in Linux environments. Mention any Python integration or data analysis work, as hybrid C++/Python stacks are standard in modern quant libraries. Leverage Quant Communities: Engage with niche platforms like QuantConnect, Wilmott, or specialized LinkedIn groups to stay sharp on market trends and demonstrate ongoing industry engagement. #J-18808-Ljbffr Neolife Updates