Shape credit risk strategies as BMO's Director, Wholesale AIRB Modeling. This role emphasizes advanced quantitative model development and regulatory alignment, impacting strategic business decisions.

You will take charge of AIRB BRR/PD, LGD, and EAD models to oversee wholesale portfolios, ensuring adherence to Basel frameworks. Your extensive experience in quantitative finance and proven leadership will be crucial in collaborating with senior business executives and stakeholders. This role combines analytics with business acumen to lead high-profile projects effectively.

Key Responsibilities:
• Develop models for fixed income, corporate credit, and loans
• Monitor strategies and portfolios for risk assessment
• Create data-driven tools for financial planning




• Identify risk mitigation strategies for decision-making
• Foster collaboration across operational groups

Requirements:
• Minimum 9 years in quantitative modeling or finance
• Advanced knowledge of compliance regulations
• Expert in data visualization and decision-making
• Skilled in machine learning and programming
• Robust communication and collaboration skills

Leverage your technical proficiency to advance credit risk modeling and enhance BMO's decision-making processes.
#J-18808-Ljbffr

📌 Director of Credit Risk Modeling BMO (Ontario)
🏢 BMO
📍 Ontario