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 current 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 • Strong 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. #J-18808-Ljbffr

📌 Vice President Credit Risk BMO Capital Markets (Winnipeg)
🏢 BMO
📍 Winnipeg