Analyst, Credit Risk Model Development

BMO

Toronto, Canada
Base: $67,200.00 - $124,200.00; bonus/equity: not ...
Credit risk model development
Python programming and data science
Aws model deployment and mlops
BMO’s Enterprise Risk group is seeking a hands-on Credit Risk Analyst to develop, calibrate, deploy, and monitor regulatory Probability of Default models for wholesale portfolios

Job Summary

  • BMO’s Enterprise Risk group is seeking a hands-on Credit Risk Analyst to develop, calibrate, deploy, and monitor regulatory Probability of Default models for wholesale portfolios.
  • The role involves a primary emphasis on data science and model development and complementary ownership of production engineering and MLOps, translating complex business requirements and regulatory expectations into robust, explainable, and auditable solutions.
  • BMO offers a competitive salary range, comprehensive benefits including health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans, and is committed to an inclusive, equitable, and accessible workplace.

Matching Summary

BMO’s Enterprise Risk group is seeking a hands-on Credit Risk Analyst to develop, calibrate, deploy, and monitor regulatory Probability of Default models for wholesale portfolios.

Salary

Base: $67,200.00 - $124,200.00; Bonus/Equity: Not specified; Benefits: Health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Credit risk model development
  • Python programming and data science
  • AWS model deployment and MLOps
  • Regulatory wholesale credit risk
  • PD model lifecycle management

Nice-to-have

  • MLOps tooling and workflow orchestration
  • Wholesale data domain expertise
  • Model risk management familiarity
  • Strong communication and collaboration
  • Critical thinking and problem framing

Key Requirements

  • 3+ years credit risk model experience
  • Advanced Python proficiency
  • Working SAS proficiency
  • Practical AWS experience
  • Bachelor’s degree in quantitative field

Work Rights

Not specified

Tailored Resume

Cover Letter