Lead counterparty credit risk models at BMO Capital Markets as Vice President. Leverage your analytical expertise and experience in a full-service financial services environment to optimize trading strategies.

BMO Capital Markets is seeking a Vice President for counterparty credit risk in Global Markets. This senior role demands a deep understanding of quantitative models and excellent programming skills, specifically in C#, C++, or Python. You will be essential in supporting traders and senior management with analytics and decision-making for pricing and hedging new transactions.

Key Responsibilities:
• Develop mathematical models for pricing and risk management
• Maintain analytics library for front office needs




• Support traders with effective model utilization
• Facilitate interactions between model oversight and trading
• Analyze market data for comprehensive reporting

Requirements:
• Graduate degree in technical field required
• Minimum 4 years of industry experience
• Solid background in XVA and credit risk models
• Advanced knowledge of quantitative models
• Excellent communication skills for cross-team collaboration

Join BMO Capital Markets to impact financial strategies and trading practices significantly.
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📌 Vice President Credit Risk BMO Capital Markets (Ontario)
🏢 BMO
📍 Ontario