Senior Analyst, Credit Risk Analytics - Stress Testing

BMO Financial Group

Toronto, Ontario, Canada
Base: $56,000.00 - $103,500.00; bonus/equity: perf...
Stress testing and scenario analysis methodologies
Python, pyspark, and sql coding proficiency
Quantitative risk modeling and regulatory capital calculation
The role supports the research and development of stress testing and scenario analysis methodologies to manage risks arising from market changes

Job Summary

  • The role supports the research and development of stress testing and scenario analysis 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 and ensure proper risk identification.
  • BMO offers a comprehensive benefits package including health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

The role supports the research and development of stress testing and scenario analysis 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 and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Stress testing and scenario analysis methodologies
  • Python, PySpark, and SQL coding proficiency
  • Quantitative risk modeling and regulatory capital calculation

Nice-to-have

  • Strong stakeholder management and communication skills
  • Experience with data governance and visualization tools
  • Ability to influence business strategy and decision making

Key Requirements

  • Post-secondary degree in related field
  • 0-2 years of relevant experience
  • Proficiency in statistical/numerical software

Work Rights

Not specified

Tailored Resume

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