Open to opportunities

Samsung Denis

@samsungdenis

Message

I build quantitative trading, pricing, and analytics tools that improve financial decision-making.

Canada

Message

What I'm looking for

I'm looking to build quantitative, data-driven products and trading infrastructure where I can apply machine learning, software engineering, and financial analysis to improve pricing, execution, risk, and capital allocation.

At BMO Capital Markets, I build quantitative tools for electronic equity trading and structured finance, including a Python TCA engine that replaced third-party execution infrastructure and a C#/.NET TRS pricing framework that reduced RFQ latency from 45 to under 20 minutes.

I've also built intraday FRTB pricing engines, CLO facility strategy tools, and automated risk reporting workflows. Across BMO Financial Group and the University of Waterloo, I've applied product analytics, regression, and segmentation to improve pricing decisions, identify liquidity trends, and increase marketing conversion efficiency.

Experience

Work history, roles, and key accomplishments

Current

Global Markets Quantitative Analyst

Current

BMO Capital Markets

May 2026 - Present (4 months)

Engineered a proprietary Python TCA engine using symbolic regression and multi-factor models to predict liquidity dynamics and volatility impacts across equity baskets, replacing legacy third-party vendor infrastructure. Designed monitoring frameworks and interactive dashboards to track retail equity flow and benchmark execution quality metrics.

Python Symbolic Regression Dashboarding Execution Quality Liquidity Dynamics Volatility

Education

Degrees, certifications, and relevant coursework

University of Waterloo

Bachelor of Mathematics, Scientific Machine Learning & Computing; Financial Analysis & Risk Management

2023 -

Activities and societies: Awards: 1st Place – ETHDenver Silo Finance Hackathon (2025); 1st Place – Wharton Consulting Competition (2025). Relevant Coursework: Investment Sci & Corporate Fin, Applied Linear Models, CFA L1 (Expected November 2026).

Pursuing a Bachelor of Mathematics with a focus on Scientific Machine Learning & Computing and Financial Analysis & Risk Management. Recognized with first-place awards at ETHDenver Silo Finance Hackathon and Wharton Consulting Competition.