As the leader and subject matter expert (SME) of the FRTB (Fundamental Review of the Trading Book) BAU team, the role is primarily responsible for managing the operational, creating and maintaining the analytic toolset, change management, and compliance related activities of the production team. The incumbent is expected to answer to the extended scope of projects, audit requirements, ad hoc requests and expansion of the team’s responsibilities and mandate in the risk infrastructure area.ResponsibilitiesUnderstand regulatory requirements, determine system and process needs to ensure regulatory compliance with regard to the FRTB Standardized Approach regulationsLead new initiatives end-to-end: Requirements elicitation in partnership with stakeholders; solution design in consultation with technology partners (in‑house and vendor); manage and dictate testing and validation needsCreate and maintain toolset to fulfill analytic needsManage relationship with stakeholders (front office, middle office, back office, credit)



to understand any changes required and ensure alignment across functions; ensure risk platforms used for risk capture are current and internally consistent; align FRTB priorities while working with the broader Market Risk team on overall prioritization and roadmapLead combined technology and business implementation team, ensure issues and impediments are resolved and manage the team to high‑performance delivery through an agile development processMentor and lead the FRTB product team, as well as take a leadership role in the broader Market Risk groupIdentify opportunities for improvements within the market risk system infrastructure and related processesMust Have SkillsStrong analytic and troubleshooting skills with a solution‑oriented attitudeStrong technical skill to create analytic and reporting tools using programming languages such as Python, C#Excellent oral and written communication and presentation skillsMarket Risk, Capital / FRTB knowledgeProven team leadership skillsNice To Have SkillsMinimum of 8 years of experience within Capital Markets or Risk managementUnderstanding of financial productsBroad understanding and experience with risk management methodologies, preferably in Market RiskExperience with joint business / technology Agile development processSalary $103,200.00 - $192,000.00Pay Type SalariedBenefits BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.For more details of our advantages, please visit:

📌 Director, Market Risk Capital - $103,200 - $192,000 A Year (Toronto)
🏢 BMO
📍 Toronto