Vice President, Data Scientist

About This Role

This data science role involves developing and implementing advanced analytics and machine learning models to support algorithmic trading strategies and drive business decisions within the front office, Investment Banking, and Corporate Banking. The Data Scientist will collaborate with business teams and stakeholders to understand data needs and provide insights that improve trading performance and profitability within the Data Cognition Team at BMO Capital Markets.

Responsibilities

• Develop and implement advanced analytics and machine learning models using techniques such as Generative AI, Deep Learning, and Reinforcement Learning
• Build predictive models for algorithmic trading across asset classes including Equities, Fixed Income, Commodities, and Foreign Exchange
• Collaborate with trading desks, investment banking teams, and corporate banking stakeholders to identify opportunities and optimize strategies
• Research and experiment with new machine learning techniques, including time series analysis, to improve trading performance and profitability
• Design and maintain reproducible machine learning pipelines for production environments
• Analyze large datasets to extract insights and support strategic decision-making
• Communicate complex technical concepts to non-technical stakeholders and present findings to senior management
• Visualize complex data clearly and concisely for business consumption

Requirements

• Ph.D. in Computer Science, Mathematics, Physics, or a related quantitative field (focus on finance, economics, or operations research preferred)
• Minimum 3 years of experience in data science or machine learning
• Proficiency in statistical modeling, time series analysis, and machine learning frameworks
• Strong programming skills (Python preferred) and experience with cloud technologies
• Excellent problem-solving skills and ability to formulate hypotheses and learn from data
• Strong communication skills for effective collaboration with technical and business stakeholders
• Team-oriented, adaptable, and detail-focused with a results-driven mindset

Nice to have:

• Experience in capital markets
• Familiarity with financial tools such as Bloomberg, FactSet, and Thomson Reuters
• Experience with Generative AI and advanced ML techniques
• Knowledge of investment banking concepts, trading strategies, and financial data formats
• Familiarity with MLOps tools and practices for model deployment and monitoring

Benefits

• Opportunities for professional growth
• Access to cutting-edge tools
• Chance to make a significant impact on critical business operations