Senior Analyst, Credit Risk Analytics - Stress Testing

Bmogamretailbriefcase

Toronto, Ontario, Canada
Base: $56,000.00 - $103,500.00; bonus/equity: not ...
Stress testing methodologies
Scenario analysis methodologies
Quantitative risk modeling
Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising from changes in the market and external environment for business/group portfolios and products

Job Summary

  • Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising from changes in the market and external environment for business/group portfolios and products.
  • Summarizes statistical findings, draws business conclusions, and presents actionable business recommendations used in the management of risks and related activities.
  • BMO offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising from changes in the market and external environment for business/group portfolios and products.

Salary

Base: $56,000.00 - $103,500.00; Bonus/Equity: Not specified; Benefits: Health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • stress testing methodologies
  • scenario analysis methodologies
  • quantitative risk modeling
  • Python, Pyspark, SQL coding
  • risk capital calculation

Nice-to-have

  • business strategy understanding
  • stakeholder management
  • change management plans
  • data visualization
  • regulatory interpretation

Key Requirements

  • 0 - 2 years relevant experience
  • Post-secondary degree in related field
  • Proficiency in statistical/numerical software
  • Technical proficiency
  • In-depth verbal & written communication skills
  • In-depth collaboration & team skills
  • In-depth analytical and problem solving skills
  • In-depth influence skills
  • In-depth data driven decision making

Work Rights

Not specified

Tailored Resume

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