Manager, Market Risk Analytics

BMO

Toronto, Ontario, Canada
Base: $75,900.00 - $141,900.00; bonus/equity: not ...
Market risk measurements (stress testing, var, greeks)
Risk management theory and processes
Reporting & analytics concepts
Supports the execution of accurate and efficient reporting solutions for risk, regulatory and management information to internal and external stakeholders including regulatory bodies

Job Summary

  • Supports the execution of accurate and efficient reporting solutions for risk, regulatory and management information to internal and external stakeholders including regulatory bodies.
  • Supports the maintenance, monitoring, and measurement of key Market Risk indicators, data, and attributes, including stress testing, Value at Risk (VaR), trading limits, daily P&L backtesting, and related investigations.
  • Develops solutions and provides recommendations based on a solid understanding of business strategy and stakeholder needs.

Matching Summary

Supports the execution of accurate and efficient reporting solutions for risk, regulatory and management information to internal and external stakeholders including regulatory bodies.

Salary

Base: $75,900.00 - $141,900.00; Bonus/Equity: Not specified; Benefits: Health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Market Risk Measurements (Stress Testing, VaR, Greeks)
  • Risk Management Theory and Processes
  • Reporting & Analytics Concepts
  • Excel VBA/SQL/Python Programming
  • Market Risk Indicators Monitoring

Nice-to-have

  • CFA or FRM Certification
  • Strong Programming Skills Bonus

Key Requirements

  • 4-6 years relevant experience
  • Post-secondary degree or equivalent
  • Product knowledge for designated business/portfolio
  • Industry trends and regulatory requirements knowledge

Work Rights

Not specified

Tailored Resume

Cover Letter