Description As a member of the FRTB BAU team, the lead business analyst is primarily responsible for performing in-depth analysis and design to support the FRTB trading desk quantitative risk requirements. The business analyst is expected to answer to the extended scope of projects, audit requirements, ad hoc requests and expansion of the team’s responsibilities and mandate in the risk infrastructure area. Key Accountabilities Lead new initiatives end-to-end: Requirements elicitation in partnership with stakeholders; Solution design in consultation with technology partners (in-house and vendor); develop test strategy and test plan and perform User Acceptance test to ensure business and analytic requirements are correctly implemented Consult with stakeholders (front office, middle office, back office, credit) to understand the changes required; Ensure risk platforms used for risk capture are current and internally consistent; translate business requirements into development tasks, and ensure alignment of priorities Participate in the implementation process to ensure proper and timely implementation of system enhancements Prototyping with program language as of proof of concept or validation of system implementation of the business requirement related to data profiling, mapping,



risk metrics calculation Manage the relationships with clients across the organization as well as with the vendor Mentor and lead junior business analysts to deliver on projects Assist in the documentation of procedures, control processes, and policies relevant to internal controls Identify opportunities for improvements within the market risk system infrastructure Qualifications Must Have Skills Strong analytic and troubleshooting skills with a solution oriented attitude Hands on experience in manual testing (test case design to ensure coverage and execution) Excellent oral and written communication skills as they need to interact with all levels in the management hierarchy (developer, Project Manager, VP, Director) Solid proficiency with Excel (used in manual testing and for daily reporting) and scripting language Python, SQL, C#, VBA Nice to Have Skills Minimum of 5 years of BA experience within Capital Markets or Risk management Understanding of financial products is preferable Broad understanding and experience with risk management methodologies, preferably in Market Risk Proven experience working on multiple large projects simultaneously Salary $69,000.00 - $129,000.00 EEO and Accessibility Statement BMO s'engage à offrir un milieu de travail inclusif, équitable et accessible. Des mesures d’adaptation sont disponibles sur demande pour les candidats qui participent à tous les aspects du processus de sélection. Pour demander des mesures d’adaptation, veuillez communiquer avec votre recruteur. #J-18808-Ljbffr

📌 Manager, Market Risk Capital - $69,000 - $129,000 A Year (Toronto)
🏢 BMO
📍 Toronto