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Senior Analyst, Counterparty Credit Risk Production


250 Yonge Street

Job Family Group:

Data Analytics & Reporting

Analyze methodologies used for quantifying derivative counterparty credit risks in trading and underwriting portfolios. Develop improvements or extend applications to new products or markets using advanced analytic algorithms and technologies such that the accuracy and reliability of risk measures enables smarter business decisions, improved customer experience, and drives productivity. Applies strong communication skills to summarize findings, draw business conclusions, and present actionable insight in a way that resonates with business/groups.

  • Develops analytical solutions and makes recommendations based on an understanding of the business strategy and stakeholder needs.

  • Calculates replacement, settlement and tenor risk for various financial products (including non-standard/exotic transactions) and ensures resulting risk figures fit within existing limits

  • Calculates and validates parameters required for modeling underlying risk factors for various financial products (model calibration)

  • Leads the analysis of risk factors and market data for revisions.

  • Liaises with trading, line of business, risk oversight and operations to ensure proper deal understanding and to resolve any specific deal-related problems that may arise

  • Provides assistance, guidance and management in ad-hoc projects within the group.

  • Provides advice and guidance to assigned business/group on implementation of analytical solutions.

  • Works with stakeholders to identify the business requirements, understand distinct problems and expected outcomes, and models and frames business scenarios which impact critical business processes and/or decisions.

  • Works with various data owners to discover and select available data from internal sources and external vendors to fulfill analytical needs.

  • Applies scripting / programming skills to assemble various types of source data (unstructured, semi-structured, and structured) into well-prepared datasets with multiple levels of granularities (e.g., demographics, customers, products, transactions).

  • Summarizes analytical findings and draws conclusions, presents actionable business recommendations. Presents findings & recommendations in a simple, clear way to drive action.

  • Documents data flow, systems and processes in data collection to improve efficiency.

  • Builds effective relationships with internal/external stakeholders and ensures alignment.

  • Leads/participates in the design, implementation and management of core business/group processes.

  • Exercises judgment to identify, diagnose, and solve problems within given rules.

  • Works independently on a range of complex tasks, which may include unique situations.

  • Broader work or accountabilities may be assigned as needed.


  • Verbal & written communication skills - In-depth. Able to clearly explain technical concepts to a non-technical audience.

  • MSc in a technical field, i.e., statistics, engineering, applied mathematics.

  • Good understanding and experience with financial risk management methodologies, financial markets and products (including valuation)

  • Sound theoretical knowledge of stochastic financial modeling (i.e. GBM, Vasicek, CIR).

  • Ability to meet deadlines and multitask in a fast-paced environment.

  • Experience with programming languages (e.g. Python) 

  • Technical proficiency gained through education and/or business experience.

  • Verbal & written communication skills - In-depth. Able to clearly explain technical concepts to a non-technical audience.

  • Collaboration & team skills - In-depth.

  • Analytical and problem solving skills - In-depth.

  • Influence skills - In-depth.

  • Data driven decision making - In-depth.

We’re here to help

At BMO we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world.

As a member of the BMO team you are valued, respected and heard, and you have more ways to grow and make an impact. 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 new 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.

To find out more visit us at https://jobs.bmo.com/ca/en.

BMO is committed to an inclusive, equitable and accessible workplace. By learning from each other’s differences, we gain strength through our people and our perspectives. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.

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