Manager, Structural Market Risk (asset Liability Management)

BMO

Toronto, Canada
Base: $82,800.00 - $154,800.00; bonus/equity: not ...
Hybrid
Structural balance sheet analytics
Interest rate risk measurement
Risk driver attribution
Support the analytics of the bank’s structural balance sheet (asset liability management in Corporate Treasury) to ensure interest rate risk is properly measured, timely monitored, risk drivers well understood and explained to various stakeholders including senior management and external stakeholders

Job Summary

  • Support the analytics of the bank’s structural balance sheet (asset liability management in Corporate Treasury) to ensure interest rate risk is properly measured, timely monitored, risk drivers well understood and explained to various stakeholders including senior management and external stakeholders.
  • Works with other risk, data and analytics professionals to optimize, refine, automate and scale analysis into repeatable analytics solutions and decision support tools, to ensure market risk in banking products are properly measured and support effective risk management practices.
  • 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

Support the analytics of the bank’s structural balance sheet (asset liability management in Corporate Treasury) to ensure interest rate risk is properly measured, timely monitored, risk drivers well understood and explained to various stakeholders including senior management and external stakeholders.

Salary

Base: $82,800.00 - $154,800.00; Bonus/Equity: Not specified; Benefits: health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • structural balance sheet analytics
  • interest rate risk measurement
  • risk driver attribution
  • quantitative modeling
  • data visualization tools
  • Excel, Access, SQL, VBA

Nice-to-have

  • industry best practices research
  • collaboration with stakeholders
  • training program development
  • business needs translation

Key Requirements

  • 3-7 years relevant experience
  • Post-secondary degree
  • Professional designation in Finance or Risk management preferred
  • BSC (Math, Stats, Engineering, Computer Science) or Master degree preferred
  • Working experience in Finance environment
  • Risk management exposure
  • Financial market products and pricing exposure
  • Balance Sheet / Asset Liability management exposure

Work Rights

Not specified

Tailored Resume

Cover Letter