Apply market risk analysis and SQL expertise as a Senior Analyst supporting BMO’s FRTB trading desk quantitative risk requirements. This salaried role focuses on operational review.

As part of the FRTB BAU team, the analyst performs in-depth operational analysis for trading desk requirements. The work covers regulatory reporting, data validation, market risk measures, and stakeholder requests. It also supports audits, projects, and risk infrastructure responsibilities.

Key Responsibilities:

- Analyze market risk profile trends, drivers, and business context
- Perform mandated FRTB data validation checks
- Identify, track, escalate, and resolve market risk issues
- Maintain procedures supporting market risk analytics and reporting
- Coordinate data lineage with Market Risk and Enterprise stakeholders

Requirements:

- One to three years’ relevant financial industry experience preferred
- Knowledge of financial instruments, capital markets products, and market risk measures
- In-depth SQL, VBA, and Excel formulas knowledge
- Engineering, Computer Science, Finance, Business, or related degree
- Solid analytical, problem-solving, organizational, and prioritization skills

Support BMO’s FRTB operations through market risk analysis, data validation, reporting controls, and SQL-based investigation.

📌 Senior FRTB Market Risk Analyst (Toronto)
🏢 BMO
📍 Toronto