Elevate your career as a Market Risk Manager at BMO, focusing on structural market risk development. This role centers on quantitative model enhancement and cross-collaboration to ensure risk efficacy.
In this role, you'll coordinate with the quantitative modeling team to develop methodologies that identify and measure structural risks in the Bank's portfolios. By collaborating with various teams, you'll provide expert advice on model assumptions and align practices with corporate governance standards.
Key Responsibilities:
• Enhance and implement models supporting SMR metrics
• Conduct rigorous model validations and testing
• Collaborate on behavioral modeling and FTP components
• Deliver strategic insights to senior leadership
• Optimize processes for reporting and data management
Requirements:
• 5-7 years of relevant market risk experience
• Familiarity with fixed income and derivatives
• Advanced proficiency in Excel, SQL, VBA, and Python
• Under...