Application Deadline:09/13/2026Address:100 King Street WestJob Family Group:Data Analytics & ReportingThis is a rare prospect to shape the models that underpin wholesale credit risk decisions for a leading Canadian bank. As Director, Wholesale AIRB Modeling you will lead the evolution of AIRB BRR/PD, LGD, and EAD models used to adjudicate and manage commercial clients and determine regulatory capital across the bank’s full range of wholesale portfolios. Success in this role requires exceptional technical depth in wholesale credit risk, Basel/AIRB frameworks, and quantitative modelling, the credibility to engage senior business executives, regulators, and risk partners on complex and often high-profile model outcomes, and extraordinary judgment.

You will operate at the intersection of analytics, regulatory oversight, and business strategy, influencing enterprise-level decisions relying on careful risk measurements while advancing the use of AI-powered model development practices. This role is best suited for a seasoned risk leader who has demonstrated success managing a highly skilled team in a complex work environment and is passionate about combining technical excellence with practical business judgement in a very visible and critical function.Applies mathematical and statistical methods to financial and risk management problems (e.g. internal controls; enterprise-wide stress testing and scenario analysis; 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.), Develops 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; 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.Ensures alignment between values and behaviour that fosters diversity and inclusion.Improves team performance, recognizes and rewards performance, coaches employees, supports their development, and manages poor performance.Operates at a group/enterprise-wide level and serves as a senior specialist resource across BMO.Fosters strong internal and external networks and works with and across multiple teams to achieve business objectives.Take measured risks while protecting the bank by applying our Risk Management Framework in the execution of your role, in line with our Risk Culture and within our approved Risk Appetite, making sound and risk informed decisions that align to business strategy, protect assets,



and adhere to applicable policy documents (Frameworks, Policies, Standards, Procedures and Supporting documents), laws and regulations.Regulatory capital and stress testing.Model risk management.Data visualization.Data wrangling.Data preprocessing.Computational thinking and programming.Able to manage ambiguity.Data driven decision making.Typically 9+ years of relevant experience and post-secondary degree in related field of study or an equivalent combination of education and experience.Technical leader viewed as a thought leader for innovation.Salaries for part-time roles will be pro-rated based on number of hours regularly worked. BMO Financial Group’s total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards.

BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. It calls on us to create lasting, positive change for our customers, our communities and our people. We strive to help you make an impact from day one - for yourself and our customers.

We’ll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we’ll help you gain valuable experience, and broaden your skillset.Accommodations are available on request for candidates taking part in all aspects of the selection process. A recruiting agency must first have a valid, written and fully executed agency agreement contract for service to submit resumes.

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📌 Director, Wholesale AIRB Modeling (Toronto)
🏢 Bank of Montreal
📍 Toronto