Lead the evolution of credit risk models at BMO as the Director of Wholesale AIRB Modeling. This pivotal role involves shaping model strategies and engaging stakeholders effectively to optimize risk decisions.

In this senior leadership position, you'll leverage advanced expertise in wholesale credit risk, quantitative modeling, and Basel regulations. You will guide the development and management of AIRB BRR/PD, LGD, and EAD models to assess operational risks across diverse portfolios. Your exceptional judgment and technical depth will influence organizational strategies while ensuring regulatory compliance.

Key Responsibilities:
• Develop pricing and quantitative risk models for portfolios
• Monitor risk in strategies alongside project managers




• Conduct research to improve financial decision making
• Apply knowledge of risk assessment and compliance
• Document systems and processes for effective management

Requirements:
• 9+ years in risk modeling and management
• Expertise in regulatory capital and stress testing
• Proficiency in machine learning methodologies
• Solid critical thinking and analytical skills
• Ability to manage ambiguity in complex situations

Elevate BMO's credit risk models with your vision, ensuring compliance, and driving data-driven decisions.
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📌 AIRB Modeling Director at BMO (Ontario)
🏢 BMO
📍 Ontario