FRTB Market Risk Analyst — Data, Validation & Reporting

BMO; Toronto; Hybrid; CAD 56,000 - 103,500; Full time

Benefits offered by this job

Health insurance

Tuition reimbursement

Accident and life insurance

Retirement savings plans

Job summary

BMO Financial Group in Canada is seeking an FRTB BAU analyst to perform operational in-depth analysis to support trading desk risk requirements. Hybrid work with in-office 3x per week.

The role covers data validation, issue tracking, governance, and collaboration with Market Risk and Enterprise teams, leveraging SQL, VBA and Excel.

Salary range CAD 56,000–103,500; salaried position with comprehensive benefits and potential incentives, reflecting location and experience.

Qualifications

• 1-3 years of relevant financial industry experience in regulatory reporting, data reconciliation or related role preferred.
• Knowledge of different financial instruments and market risk measures.
• Knowledge of different Capital Markets Products.
• In-depth knowledge of SQL, VBA and Excel formulas.
• Prior SDLC experience with JIRA is preferred.
• Prior academic or business Python coding experience would be an asset.
• Understanding of Enterprise Risk Management key policies and infrastructure would be an asset.

Responsibilities

• Understand FRTB regulatory and business requirements; analyze and communicate trends and drivers with respect to market risk profiles.
• Perform FRTB data validation checks as per team mandates.
• Conduct detailed qualitative analysis; identify, track, escalate, and resolve issues with market risk managers.
• Support maintenance and improvement of procedures to facilitate market risk analytics and reporting.
• Liaise with stakeholders across Market Risk and the Enterprise to ensure proper data lineage.

Education

Bachelor's degree in Engineering, Computer Science, Finance, Business or related discipline

Tools

JIRA

Job description

BMO Financial Group in Canada is seeking an FRTB BAU analyst to perform operational in-depth analysis to support trading desk risk requirements. Hybrid work with in-office 3x per week.

The role covers data validation, issue tracking, governance, and collaboration with Market Risk and Enterprise teams, leveraging SQL, VBA and Excel.

Salary range CAD 56,000–103,500; salaried position with comprehensive benefits and potential incentives, reflecting location and experience.