Conduct sophisticated quantitative research as a Senior Quantitative Researcher with BMO Global Asset Management in Toronto. Focus on alpha modeling and risk optimization techniques within a collaborative team.
This senior role requires you to develop and implement models that enhance portfolio management while interacting closely with investment teams. You will leverage your expertise in quantitative finance to analyze diverse datasets, monitor risks, and contribute to the broader investment strategies by maintaining data integrity and exploring new techniques.
Key Responsibilities:
• Research alpha signals and analyze market factors
• Code and deploy machine-learning models for insights
• Optimize portfolios to maximize risk-adjusted returns
• Track risk metrics and develop supporting models
• Work with large datasets for effective signal extraction
Requirements:
• 4–6 years of quantitative research experience
• Proficient in programming with Python and ...