BMO Senior Manager Counterparty Risk Analytics

Elevate your career at BMO as a Senior Manager focused on Counterparty Credit Risk Analytics in Toronto. This hybrid role demands expertise in quantitative risk measurement and exceptional leadership skills.
In this role, you will lead the implementation and oversight of credit risk exposure methodologies while ensuring compliance with regulatory standards. Collaborate with trading desks and executive management to provide critical analytics and insights that impact business decisions. Your strong quantitative background and experience in high-level analytics will be pivotal for successful CCR performance.
Key Responsibilities:
• Validate and analyze CCR metrics such as PFE and MTM
• Ensure proper modeling for complex non-standard trades
• Identify and propose improvements for pricing methodologies
• Support regulatory reporting and stress testing frameworks
• Mentor a team of quantitative specialists in CCR analytics
Requirements:
• Master’s degree in Quanti...