Intraday Liquidity & Risk Modeling Analyst

Bank of Montreal; United States; On-site; USD 65,000 - 140,000; Full time

Benefits offered by this job

Health Insurance

Tuition reimbursement

Life Insurance

Retirement savings plan

Job summary

Bank of Montreal (BMO Financial Group) seeks a quantitative risk modeling specialist to develop models for market risk across corporate portfolios and to implement risk measurement methodologies. You will collaborate with stakeholders to ensure risk models are sound and integrated into risk governance.

You will also support enterprise stress testing of Net Interest Income, advance data acquisition automation, and provide insights to guide risk strategies, hedging and policy positions.

Qualifications

• Typically 4–6 years of relevant experience with a post-secondary degree in a related field.
• Degree in Finance, Computer Science, Economics or Risk Management is preferred.
• Strong knowledge of Excel, Access, SQL and VBA.
• Experience in finance risk management and market products is desirable.
• Excellent communication, collaboration and analytical skills.

Responsibilities

• Develops and implements models to measure market risk for banking portfolios and products.
• Supports enterprise stress testing of Net Interest Income for capital adequacy.
• Documents data flows and automates data acquisition, reporting and analytics.
• Collaborates with internal/external stakeholders to implement risk solutions and governance.

Skills

Excel

Access

SQL

VBA

Risk management

Financial markets

Pricing

ALM

Statistics

Communication

Collaboration

Analytical

Data-driven decisions

Education

Finance/CS/Economics degree

Tools

none

Job description

Bank of Montreal (BMO Financial Group) seeks a quantitative risk modeling specialist to develop models for market risk across corporate portfolios and to implement risk measurement methodologies. You will collaborate with stakeholders to ensure risk models are sound and integrated into risk governance.

You will also support enterprise stress testing of Net Interest Income, advance data acquisition automation, and provide insights to guide risk strategies, hedging and policy positions.