Capital & Risk Analytics Manager

Bank of Montreal

Toronto

On-site

CAD 82,800 - 154,800

Full time

14 days+

Get more replies from employers

Send a job-specific resume in minutes.

Benefits offered by this job

Health insurance

Tuition reimbursement

Accident and life insurance

Retirement savings plans

Job summary

Bank of Montreal in Toronto is seeking a data analytics professional to apply mathematical and statistical methods to financial and risk management challenges, including capital modelling and scenario analysis. You will develop tools for monitoring exposure, pricing, and decisions, aligning with regulatory requirements.

The role requires strong experience with derivatives, CCR SA-CCR, Basel III, and advanced Excel/VBA/SQL; a quantitative advanced degree is preferred.

Qualifications

3+ years of related work experience in a financial institution.
Strong knowledge of derivatives (OTC) and SFT.
Experience with Basel III and OSFI CAR Guideline.
Experience with CCR, SA-CCR and capital calculations.
Advanced knowledge of Excel, VBA, SQL and databases.
Advanced Python programming experience.
Ability to work in an Agile environment and in fast-paced settings.
Strong analytical and troubleshooting skills with a solution-oriented attitude.

Responsibilities

Manage and oversee daily operations and system enhancements with timely, complete processes.
Ensure exposure metrics are generated accurately for downstream systems.
Review tool implementation and perform driver analysis for capital changes.
Develop pricing and quantitative risk models for portfolios (fixed income, corporate credit, loans).
Document data flow, systems and processes to improve design and management.
Contribute to risk management methodologies and regulatory compliance.