Vice President, Agency MBS Trading

3 Times Square

Job Family Group:
Capital Mrkts Sales & Service

BMO Capital Markets is a leading, full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world. #bmocapitalmarkets

Agency Mortgage Trading desk is seeking a technology specialist for projects, with potential to grow into a trading role. The VP, Agency MBS would be the primary technology resource on the desk and must be comfortable dealing with and refining ambiguous requests from non-technology specialists.

  • Relevant academic background in Computer Science, Mathematics, Physics or Engineering.
  • Code should be clear, concise, well-structured and maintainable.
  • Knowledge and an interest in quantitative finance. Ideally, have some understanding of yield curve, bond math and mortgage backed securities.
  • The ideal candidate will also have a proven track record of problem solving and idea generation with a commercial focus.
  • The ability to work with alone minimal supervision or collaboratively within a team depending on the project.
  • Prior experience with graph based functional programming and with machine learning technique and their application to finance is a plus.
  • Works closely with sales, trading and research teams to provide seamless client coverage including fulfilling client requests for market updates and providing clients with specific product information.
  • Responds to inquiries from clients, regulatory agencies, or members of the business community in a professional manner and determine acceptable solutions.
  • Identifies and leverages key decision makers and influencers in client / internal organizations.
  • Identifies opportunities for increased efficiency and improved service to internal and external clients and acts as a positive change agent to drive improved efficiency and effectiveness.
  • Reads, analyzes and interprets common technical journals, financial reports, and legal
    documents in order to better serve client needs.
  • Helps determine business priorities and best sequence for execution of business/group
  • Develops and leverages relationships across businesses, senior leaders and clients to foster and support coordination.
  • Ensures alignment between stakeholders.
  • Develops an understanding of and proficiency in using all required systems and models.
    Identify opportunities to find more cost-effective ways to impact the bottom line and drive profitability.
  • Provides specialized consulting, analytical and technical support.
  • Exercises judgment to identify, diagnose, and solve problems within given rules.
  • Works independently and regularly handles non-routine situations.
  • Broader work or accountabilities may be assigned as needed.

  • Ideally between 3 - 6 years of relevant experience and post-secondary degree in related field of study or an equivalent combination of education and experience.
  • Degree in Computer Science/Mathematics/Statistics/Finance or related area
  • Some understanding of broader regulatory and financial concepts.
  • Advanced coding skills, preferably in at least one compiled OO language i.e. C++ and a scripting style language i.e. Python.
  • Quantitative research experience
  • Strong command of the English language, both written and verbal
  • Experience in data mining and machine learning with large financial databases and data files.
  • Python, R, Stata, and SQL experience.
  • AWS experience preferred.
  • VB/ C#/C++ development skills are preferred

We're here to help

At BMO Harris Bank we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world.

As a member of the BMO Harris Bank team you are valued, respected and heard, and you have more ways to grow and make an impact. We strive to help you make an impact from day one - for yourself and our customers. We'll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we'll help you gain valuable experience, and broaden your skillset.

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BMO Harris Bank is committed to an inclusive, equitable and accessible workplace. By learning from each other's differences, we gain strength through our people and our perspectives. BMO Harris Bank N.A. is an equal opportunity/affirmative action employer. All qualified applicants will receive consideration for employment without regard to sex, gender identity, sexual orientation, race, color, religion, national origin, disability, protected Veteran status, age, or any other characteristic protected by law. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.