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. Responsibilities Understand regulatory requirements, determine system and process needs to ensure regulatory compliance with regard to the FRTB Standardized Approach regulations Lead 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 needs Create and maintain toolset to fulfill analytic needs Manage 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 roadmap Lead combined technology and business implementation team,



ensure issues and impediments are resolved and manage the team to high‑performance delivery through an agile development process Mentor and lead the FRTB product team, as well as take a leadership role in the broader Market Risk group Identify opportunities for improvements within the market risk system infrastructure and related processes Must Have Skills Solid analytic and troubleshooting skills with a solution‑oriented attitude Strong technical skill to create analytic and reporting tools using programming languages such as Python, C#Excellent oral and written communication and presentation skills Market Risk, Capital / FRTB knowledge Proven team leadership skills Nice To Have Skills Minimum of 8 years of experience within Capital Markets or Risk management Understanding of financial products Broad understanding and experience with risk management methodologies, preferably in Market Risk Experience with joint business / technology Agile development process Salary$103,200.00 - $192,000.00Pay Type Salaried BenefitsBMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. For more details of our benefits, please visit: https://jobs. Bmo. Com/global/en/Total-Rewards#J-18808-Ljbffr

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