Senior Analyst, Credit Risk Analytics - Stress Testing

Bmousbenefits

100 King Street West, Unknown, Unknown
Base: $56,000.00 - $103,500.00; bonus/equity: not ...
Stress testing methodologies
Scenario analysis methodologies
Quantitative risk modeling
Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising from changes in the market and external environment for business/group portfolios and products

Job Summary

  • Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising from changes in the market and external environment for business/group portfolios and products.
  • Summarizes statistical findings, draws business conclusions, and presents actionable business recommendations used in the management of risks and related activities.
  • BMO is committed to an inclusive, equitable and accessible workplace. By learning from each other’s differences, we gain strength through our people and our perspectives.

Matching Summary

Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising from changes in the market and external environment for business/group portfolios and products.

Salary

Base: $56,000.00 - $103,500.00; Bonus/Equity: Not specified; Benefits: health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • stress testing methodologies
  • scenario analysis methodologies
  • quantitative risk modeling
  • Python, Pyspark, SQL coding
  • risk capital calculation
  • regulatory and economic capital

Nice-to-have

  • business strategy understanding
  • stakeholder management
  • change management plans
  • communication plan development
  • data governance standards adherence

Key Requirements

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

Work Rights

Not specified

Tailored Resume

Cover Letter