expert optimization equity fix - Toronto - beBeeCollateral

    beBeeCollateral
    beBeeCollateral Toronto

    3 days ago

    Job title: Associate, Data Scientist, Optimization

    Description

    Optimization Expert - Equity and Fixed Income

    We are seeking a highly skilled expert to join our Collateral Management team, focusing on developing and enhancing our optimization platform for equity and fixed income financing operations. You will work on mathematical models and large-scale data processing that manage billions in collateral across Global Markets.

    The Data Cognition Team at BMO offers a scalable, customizable, and sustainable suite of core AI-enabled and Optimization products for various business units. With access to the latest data and analytics applications, we develop products that solve complex business problems. Our methodology drives strategic processes impacting multiple business units.


    About the Role

    • Work directly with Trading Desks to understand collateral optimization needs, and then turn this into actionable models and solutions.
    • Develop advanced mathematical models for collateral optimization, risk management, and capital efficiency.
    • Design multi-objective algorithms balancing funding costs, liquidity constraints regulatory requirements transaction costs other factors..
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