Senior Manager, Counterparty Credit Risk Analytics
Toronto, ONBank of Montreal
7+ ansBank of Montreal needs a candidate with an MSc or equivalent in a quantitative field and 7 to 10 years in CCR, market risk or quantitative risk roles. Candidates need deep knowledge of derivative pricing, netting and collateral, Basel, OSFI or Fed frameworks, plus strong Python or SQL skills and proven leadership.
Python, SQL, Adaptiv
Senior Manager, Counterparty Credit Risk Analytics
Toronto, ONBank of Montreal
7+ ansCandidates need a master's or equivalent in quantitative finance, math, statistics or engineering, plus 7 to 10 years in CCR analytics, market risk or quantitative risk roles. Strong knowledge of derivatives pricing, netting, collateral, CSA mechanics and Basel, OSFI or Fed frameworks, with Python/SQL skills and proven leadership, is required.
Adaptiv, Python, SQL
Senior Manager, Counterparty Credit Risk Analytics & Reporting
Toronto, ONBank of Montreal
7+ ansCandidates need 7+ years of relevant experience and a post-secondary degree, plus expert knowledge of counterparty credit risk metrics, derivatives and regulatory reporting. Strong communication, analytical and cross-group collaboration skills are required.
Risk systems