Senior Manager - Risk Modeling And Analytics

BMO

Chicago, IL, US
Base: $122,400.00 - $228,000.00; bonus/equity: per...
Regulatory capital and stress testing
Quantitative financial modeling
Machine learning proficiency
The role involves applying mathematical and statistical methods to solve complex financial and risk management problems including enterprise-wide stress testing

Job Summary

  • The role involves applying mathematical and statistical methods to solve complex financial and risk management problems including enterprise-wide stress testing.
  • Candidates will develop pricing and quantitative risk models for portfolios such as fixed income, corporate credit, and loans while monitoring strategies alongside project managers.
  • BMO offers a comprehensive benefits package including health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

The role involves applying mathematical and statistical methods to solve complex financial and risk management problems including enterprise-wide stress testing.

Salary

Base: $122,400.00 - $228,000.00; Bonus/Equity: Performance-based incentives and discretionary bonuses possible; Benefits: Health insurance, tuition reimbursement, accident/life insurance, retirement savings

Skills & Requirements

Must-have

  • Regulatory capital and stress testing
  • Quantitative financial modeling
  • Machine learning proficiency
  • Model risk management expertise
  • Data visualization and wrangling

Nice-to-have

  • Learning agility and systems thinking
  • Cross-group collaboration skills
  • Ability to manage ambiguity
  • Fostering diversity and inclusion culture
  • Creative problem solving for complex issues

Key Requirements

  • 7+ years of relevant experience
  • Post-secondary degree in related field
  • Intermediate proficiency in compliance and regulation
  • Advanced proficiency in computational thinking and programming

Work Rights

Not specified

Tailored Resume

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