Manager, Market Risk Capital
Top Benefits
About the role
Description
Application Deadline:
Address: 250 Yonge Street
Job Family Group: Data Analytics & Reporting
The Manager, Market Risk Capital will play a key role in the accurate and timely reporting of FRTB capital, in-depth portfolio analytics, methodology deep dives, and rule change prototyping/impact assessment.
Responsibilities include
- Development of applications/tools to streamline data analytics, reporting capabilities and other ad-hoc requests
- Review, implement and update ad-hoc features of FRTB aggregation and analytics tools as requested by stakeholders
- Prototype new capital rules and provide stakeholders with impacts of changes, key drivers, potential mitigating actions, etc.
- Participate in capital deep dives for various trading desks or strategies, provide tools and results involved in investigations
- Respond to Market Risk Oversight and Front Office enquiries on capital footprint, calculation methodology, risk factor mapping details, etc.
- Provide in-depth analysis of changes in FRTB capital to stakeholders
- Produce and deliver necessary FRTB related regulatory reporting items in a timely and accurate manner
Qualifications
- Bachelor's/Master's degree in Mathematics, Physics, Actuarial Science, Financial Engineering, or related field, with 3+ years working experience in a quantitative role
- Strong programming skills (Python, SQL, VBA, etc.)
- In-depth knowledge of market risk management metrics
- Product knowledge across a broad range of asset classes
- In-depth knowledge of risk management and pricing theory
- Analytical mindset, strong attention to detail, and ability to communicate complex concepts clearly
- Capable to deliver robust, well-tested solutions within tight deadlines
About BMO
At BMO, banking is our personal commitment to helping people at every stage of their financial lives.
The truth is, people’s needs change: so we change too. But we never change who we are. Which means we’ll never waiver from providing our customers the best possible banking experience in the industry.
Our incredible team of over 46,000 people is just the tip of the iceberg. You should get to know us. We’re here to help.
Our social media terms of use: https://www.bmo.com/socialmediatermsofuse
Manager, Market Risk Capital
Top Benefits
About the role
Description
Application Deadline:
Address: 250 Yonge Street
Job Family Group: Data Analytics & Reporting
The Manager, Market Risk Capital will play a key role in the accurate and timely reporting of FRTB capital, in-depth portfolio analytics, methodology deep dives, and rule change prototyping/impact assessment.
Responsibilities include
- Development of applications/tools to streamline data analytics, reporting capabilities and other ad-hoc requests
- Review, implement and update ad-hoc features of FRTB aggregation and analytics tools as requested by stakeholders
- Prototype new capital rules and provide stakeholders with impacts of changes, key drivers, potential mitigating actions, etc.
- Participate in capital deep dives for various trading desks or strategies, provide tools and results involved in investigations
- Respond to Market Risk Oversight and Front Office enquiries on capital footprint, calculation methodology, risk factor mapping details, etc.
- Provide in-depth analysis of changes in FRTB capital to stakeholders
- Produce and deliver necessary FRTB related regulatory reporting items in a timely and accurate manner
Qualifications
- Bachelor's/Master's degree in Mathematics, Physics, Actuarial Science, Financial Engineering, or related field, with 3+ years working experience in a quantitative role
- Strong programming skills (Python, SQL, VBA, etc.)
- In-depth knowledge of market risk management metrics
- Product knowledge across a broad range of asset classes
- In-depth knowledge of risk management and pricing theory
- Analytical mindset, strong attention to detail, and ability to communicate complex concepts clearly
- Capable to deliver robust, well-tested solutions within tight deadlines
About BMO
At BMO, banking is our personal commitment to helping people at every stage of their financial lives.
The truth is, people’s needs change: so we change too. But we never change who we are. Which means we’ll never waiver from providing our customers the best possible banking experience in the industry.
Our incredible team of over 46,000 people is just the tip of the iceberg. You should get to know us. We’re here to help.
Our social media terms of use: https://www.bmo.com/socialmediatermsofuse