Opportunity Description
Lead counterparty credit risk analytics as a Senior Manager at BMO Financial Group in Toronto. Drive exposure measurement, model governance, and regulatory compliance in a hybrid work setting.
The Senior Manager of CCR Analytics will spearhead initiatives in calculating and validating counterparty credit risk metrics such as Potential Future Exposure and Settlement. This leadership role requires collaboration with model development teams to ensure robust methodologies and analytics that align with regulatory expectations. You will provide critical insights to trading desks and portfolio managers while overseeing team operations.
Key Responsibilities:
• Calculate and validate CCR metrics including PFE and Settlement
• Ensure model governance and appropriate application of methodologies
• Analyze exposure changes and support business decisions
• Lead regulatory reporting and stress testing frameworks
• Drive automation of analytics ...
The Senior Manager of CCR Analytics will spearhead initiatives in calculating and validating counterparty credit risk metrics such as Potential Future Exposure and Settlement. This leadership role requires collaboration with model development teams to ensure robust methodologies and analytics that align with regulatory expectations. You will provide critical insights to trading desks and portfolio managers while overseeing team operations.
Key Responsibilities:
• Calculate and validate CCR metrics including PFE and Settlement
• Ensure model governance and appropriate application of methodologies
• Analyze exposure changes and support business decisions
• Lead regulatory reporting and stress testing frameworks
• Drive automation of analytics ...
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