Application Deadline:08/30/2026Address:250 Yonge StreetJob Family Group:Data Analytics & ReportingApplies mathematical and statistical methods to financial and risk management problems (e.G. internal controls; enterprise-wide stress testing and scenario analysis; capital modelling;valuations). Through quantitative analytical modelling, identifies key factors to consider for financial disaster and recovery plans. Conducts research and creates tools that use data to develop scenario-based planning and implements complex mathematical models to help the business make better financial and financial decisions (e.G. investments, pricing, etc.), drive innovation and minimize the impact of uncertainty.Job Specific:Manage and oversee daily operations and system enhancements, effectively check the operational processes are conducted timely and completely. Ensure the exposure metrics are generated timely and reasonably accurate for the downstream systems, e.G. Large Exposure, OSFI Top 100 reporting. Ensure that the CCR capital is in full compliance with regulatory requirement. Identify opportunities for, and lead the enhancement for capital methodologies for quantifying counterparty credit risk capital across all trading products so that the accuracy and reliability of capital and consequent business decisions reliant upon these data are enhanced.Key AccountabilitiesInterpret the regulatory requirement and perform Self-Assessment Process (SAP)



to ensure full complianceManage the business processes on capital calculation to ensure proper controls are in place and executed appropriately.Review the tool implementation for and perform driver analysis for the capital changes based on production operationsDevelops pricing and quantitative risk models for an assigned portfolio e.G. fixed income, corporate credit and loans.Monitors risk in strategies and portfolios alongside project managers or functional leads.Conducts research and develops tools that use data to make better financial decisions; such as: investments, pricing, etc.Applies knowledge of risk assessment and controls along with extensive understanding of industry compliance standards and regulations.Identifies ways of mitigating potential risks; recommends and implements solutions based on analysis of issues and implications for the business.Documents data flow, systems and processes to improve the design, implementation and management of business/group processes.Conducts quantitative research in risks across strategies and portfolios.Focus is primarily on business/group within BMO; may have broader, enterprise-wide focus.Provides specialized consulting, analytical and technical support.Exercises judgment to identify, diagnose, and solve problems within given rules.Works independently and regularly handles non-routine situations.Broader work or accountabilities may be assigned as needed.Take measured risks while protecting the

📌 Manager, Ccr Capital (Toronto)
🏢 Bank of Montreal
📍 Toronto