Sr. Analyst, Ccr Capital

BMO Financial Group

Toronto, ON, Canada
Base: $67,200.00 - $124,200.00; bonus/equity: perf...
Quantitative financial modeling
Basel iii rwa capital calculations
Counterparty credit risk analysis
This role manages daily and monthly CCR Capital operations while ensuring exposure metrics are accurate for downstream regulatory reporting

Job Summary

  • This role manages daily and monthly CCR Capital operations while ensuring exposure metrics are accurate for downstream regulatory reporting.
  • The incumbent is responsible for identifying opportunities to enhance capital methodologies for quantifying counterparty credit risk across all trading products.
  • BMO offers a comprehensive benefits package including health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

This role manages daily and monthly CCR Capital operations while ensuring exposure metrics are accurate for downstream regulatory reporting.

Salary

Base: $67,200.00 - $124,200.00; Bonus/Equity: Performance-based incentives and discretionary bonuses possible; Benefits: Health insurance, tuition reimbursement, accident/life insurance, retirement savings

Skills & Requirements

Must-have

  • Quantitative financial modeling
  • Basel III RWA capital calculations
  • Counterparty credit risk analysis
  • Regulatory compliance (OSFI)
  • Business requirements documentation

Nice-to-have

  • Learning agility and systems thinking
  • Critical thinking and problem solving
  • Collaboration with technology developers
  • Data driven decision making skills

Key Requirements

  • 1-3 years of relevant experience
  • Post-secondary degree in related field
  • Proficiency in quantitative financial modeling
  • Understanding of Basel III regulations

Work Rights

Not specified

Tailored Resume

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