Summary
Ryan Shrott is a sell-side exotic equities quant with nine years of experience building pricing, risk and automation solutions for global markets, now leading the Exotic Equities Desk Quant team at BMO Capital Markets. He combines a strong mathematical finance background (M.Math Finance, B.Eng. in Math & Engineering) with hands-on software skills in Python, R and C++, having implemented live risk dashboards, independent pricing verification, and multithreaded production tools. Ryan’s work spans model research—e.g., statistical models for post-news equity dynamics—and production deployment for front-office trading, reflecting a pragmatic blend of theory and engineering. An advocate for open source and ML/AI applications, he maintains a technical blog and personal site that surface his research and tooling, signaling an appetite for public-facing technical communication uncommon on the sell side.
9 years of coding experience
8 years of employment as a software developer
Master’s Degree Mathematical Finance, Master’s Degree Mathematical Finance at University of Toronto
Bachelor of Engineering (B.Eng.) Mathematics and Engineering, Bachelor of Engineering (B.Eng.) Mathematics and Engineering at Queen's University
High School, High School at The Country Day School
English, Chinese