Quantitative Analyst, Investment Strategy

Application Deadline :

09 / 08 / 2024

Address :

600 - 17th Street Ste 1704S

Job Family Group : Customer Solutions

Customer Solutions

BMO Capital Markets Corp. seeks Specialist II-IC Research and Strategy in Denver, CO to conduct equity research and analyses on factor models using FactSet Alpha Testing and Universal Screening tools for retail, institutional, corporate, and government clients, covering macroeconomics and equity research.

Participate in creating equity strategy publications and continuously review and improve existing publications. Produce single-factor, multi-factor, portfolio strategy, chart book and macro-economic reports on relevant investment themes and events.

Automate and optimize reporting process through Excel VBA programming. Perform data analytics tasks, including sourcing, cleaning, signal testing, and evaluation, through programing languages such as Python, R, SQL or Matlab.

Supporting portfolio strategists with portfolio optimization, performance evaluation, attribution analysis and investment screening.

Maintain, update, and expand existing quantitative models. Develop financial models for sophisticated valuations and projections of company performance.

Provide reliable analyses and forecasts in Canada and the United States markets. Generate investment ideas and support client deliverables.

Examine financial reports and present information through various formats like tables, graphs, or maps. Create regular and ad-hoc reports and dashboards.

Generate insights and recommendations by breaking down strategic problems and analyzing relevant information. Ensure compliance with risk, internal controls, and policies, while seeking continuous improvement opportunities.

Respond to client and sales research queries and understand client needs to provide relevant ideas and opinions. Develop a sector-specific network of contacts and build effective relationships with stakeholders.

Exercise judgment in identifying and solving problems within established guidelines while working independently on complex tasks.

Partial telecommuting acceptable.

Requirements : Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, Finance or MBA (willing to accept foreign education equivalent) plus five years of relevant experience in the job offered or related occupation performing quantitative macro equity research with ability to decipher equity factors (using data analysis and statistical models) and understanding their impact on economy and markets.

• Specific skills / other requirements - Experience with the following (quantitative experience requirements not applicable to this section) : Cleaning, preprocessing, and analyzing large financial datasets, implementing financial and statistical models, completing programming projects (report automation) in Excel VBA and Python program;
• Applying quantitative methods to analyze financial data and derive meaningful insights; Undertaking independent research projects to analyze companies, industries, or investment themes;
• Applying factor models in the US market and identifying factors with the best risk-adjusted returns using FactSet Alpha Testing and Universal Screening;
• Designing portfolios with reasonable objective functions, asset allocation, risk exposure, constraints, and turnover; Evaluating equity portfolio performance by calculating performance, risk, contribution, and attribution metrics;

and Realizing multi-asset class allocation strategies by considering characteristics, risks, and potential returns of different asset classes, including analyzing financial statements, evaluating credit risk in fixed income instruments, and assessing the performance of equities and funds.

Must possess CFA certification. Partial telecommuting acceptable.

Salary offered : $185.000.00 / year.

Compensation and Benefits :

Pay Type : Salaried

Salaried

The above represents BMO Financial Group’s pay range and type.

Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure.

Salaries for part-time roles will be pro-rated based on number of hours regularly worked. For commission roles, the salary listed above represents BMO Financial Group’s expected target for the first year in this position.

BMO Financial Group’s total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards.

BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. To view more details of our benefits, please visit :

We’re here to help

At BMO 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 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.

To find out more visit us at

BMO 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 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.

Note to Recruiters : BMO does not accept unsolicited resumes from any source other than directly from a candidate. Any unsolicited resumes sent to BMO, directly or indirectly, will be considered BMO property.

BMO will not pay a fee for any placement resulting from the receipt of an unsolicited resume. A recruiting agency must first have a valid, written and fully executed agency agreement contract for service to submit resumes.