Data Analytics & Reporting The Senior Manager, CCR Analytics leads a team in the design, implementation, and oversight of counterparty credit risk measurement and analytics. The role focuses on delivering robust exposure methodologies (PFE, Settlement, stress), ensuring model usage integrity, and providing actionable insights to trading desks, risk oversight, and senior management. This role combines advanced quantitative expertise with leadership responsibilities, ensuring that CCR analytics frameworks are accurate, scalable, and aligned with regulatory expectations. Lead the calculation, validation, and analysis of CCR metrics including: Performance monitoring Regulatory model reviews Provide subject matter expertise on CCR methodologies (netting, collateral, margining, wrong-way risk) Risk Insights & Business Support Provide analytics and insights to trading desks and portfolio managers on counterparty exposures, concentrations, and sensitivities Limit setting and utilization analysis Optimize trading PnL within risk appetite Regulatory & Stress Testing Deliverables Regulatory reporting Stress testing frameworks and scenario design Deliver high-quality analytics supporting regulatory exams and internal governance reviews Data, Controls & Analytics Quality Ensure integrity and reconciliation of exposure data across systems Implement controls around: Input data quality Model outputs and reconciliations Data Timeliness and system performance Work closely with infrastructure teams to enhance data pipelines and analytics performance Drive automation of CCR analytics processes (data ingestion, calculations, reporting) Leverage Python/SQL or similar tools to: Perform deep‑dive analysis and scenario simulations Trading desks (rates, FX, credit, commodities)



Market Risk Oversight and Credit Risk teams Provide technical guidance on exposure methodologies and analytics Manage delivery timelines for BAU and regulatory commitments MSc or equivalent in Quantitative Finance, Mathematics, Statistics, Engineering, or related field CFA or FRM 7–10 years in CCR analytics, market risk, or quantitative risk roles Strong experience with exposure metrics (PFE, CVA, EE) and financial products (Derivatives and Security Financing Transactions) Experience supporting regulatory deliverables and/or stress testing Technical Skills Netting, collateral, CSA mechanics CCR regulatory frameworks (Basel / OSFI / Fed) Programming skills (Python/SQL preferred) for analytics and automation Familiarity with risk engines (e.g., Familiarity with managing daily operations for risk or trading systems Effective communication across technical and non-technical stakeholders Risk appetite and limit decisions Regulatory capital and stress testing outcomes Acts as a key bridge between quantitative modeling, risk oversight, and business decision‑making Salaries for part‑time roles will be pro‑rated based on number of hours regularly worked. BMO Financial Group’s total compensation package will vary based on the pay type of the position and may include performance‑based incentives, discretionary bonuses, as well as other perks and rewards. BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. It calls on us to create lasting, positive change for our customers, our communities and our people. We strive to help you make an impact from day one – for yourself and our customers. We’ll support you with the tools and resources you need to reach current milestones, as you help our customers reach theirs. From in‑depth training and coaching, to manager support and network‑building opportunities, we’ll help you gain valuable experience, and broaden your skillset. Accommodations are available on request for candidates taking part in all aspects of the selection process.

📌 Senior Manager, Counterparty Credit Risk Analytics (Toronto)
🏢 BMO
📍 Toronto