Senior Analyst, Credit Risk Analytics - Stress Testing

BMO Financial Group

Toronto, ON, Canada
Base: $56,000.00 - $103,500.00; bonus/equity: perf...
Python, pyspark, sql coding experience
Statistical software proficiency
Quantitative risk modeling skills
The role supports the research and development of stress testing methodologies to manage risks arising from market changes

Job Summary

  • The role supports the research and development of stress testing methodologies to manage risks arising from market changes.
  • Candidates will apply analytics algorithms to develop models that assess the impact of stress on risk capital.
  • BMO offers a comprehensive benefits package including health insurance, tuition reimbursement, and retirement savings plans.

Matching Summary

The role supports the research and development of stress testing methodologies to manage risks arising from market changes.

Salary

Base: $56,000.00 - $103,500.00; Bonus/Equity: Performance-based incentives and discretionary bonuses possible; Benefits: Health insurance, tuition reimbursement, accident/life insurance, retirement savings

Skills & Requirements

Must-have

  • Python, PySpark, SQL coding experience
  • Statistical software proficiency
  • Quantitative risk modeling skills
  • Regulatory capital calculation knowledge
  • Stress testing methodology expertise

Nice-to-have

  • Strong verbal and written communication
  • In-depth analytical problem solving
  • Effective stakeholder collaboration
  • Data-driven decision making approach
  • Change management leadership skills

Key Requirements

  • 0-2 years relevant experience
  • Post-secondary degree in related field
  • Knowledge of stress testing frameworks

Work Rights

Not specified

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