Manager, structural market risk

Date limite pour présenter sa candidature :

03/30/2026

Adresse :

100 King Street West

Groupe de famille d'emploi :

Finances et comptabilité

• This role has a hybrid mandate: 2-3x /week in-office.
• Standard office environment
• Fast pace with tight deadlines
• Overtime and some stress during peak periods

Support the analytics of the bank’s structural balance sheet to ensure interest rate risk is properly measured, timely monitored, risk drivers well understood and explained to various stakeholders including senior management and external stakeholders. Support the execution of the attribution of interest rate risk by various risk drivers. Designs dashboards and analyses to be performed, and appropriate visualization and analytics tools to use.

Understands the analytical results and be able to make recommendations as well as able to implement the right assumptions for various banking products to ensure best practice of modeling for risk associated with these products. Works with other risk, data and analytics professionals to optimize, refine, automate and scale analysis into repeatable analytics solutions and decision support tools, to ensure market risk in banking products are properly measured and support effective risk management practices.

Works with internal and external stakeholders to ensure market risks are properly identified and understood with supporting models and strategies successfully implemented.

• Develops analytical solutions, models and methodologies used to manage risks related to the Bank’s portfolios and products e.g. valuations; hedging strategies, customer behaviour models, performance measurement, etc.
• Monitors and tracks changes to position and component risk metrics over reporting periods; addresses and / or escalates any issues.
• Builds various reporting dashboards using the most appropriate data extraction, data cleaning and data visualization techniques.
• Researches industry best practices with respect to structural market risk modeling and methodology
• Designs and produces regular and ad-hoc reports, and dashboards.
• Analyzes data and information to provide insights and recommendations.
• Applies suitable statistical techniques to perform analysis e.g., A/B testing, mathematical models, algorithms, machine learning to test, verify, refine hypotheses.
• Provides value through insights, reporting and data visualization techniques. Selects, configures and implements analytics solutions for consistency and repeatability.
• Researches and applies continuous improvement in data visualization by identifying trends and patterns to transform raw data into actionable business insights.
• Works with different teams, management and stakeholders to enhance the usability and aesthetic appeal of data analytics solutions deployed in the organization.
• Translates business needs to technical specifications and evaluates existing data visualization systems in order to improve them.
• Develops data visualizations of "large" amounts of data that facilitate the intuitive presentation of data to decision makers.
• Documents data flow, systems and processes to improve the design, implementation and management of business/group processes.
• Develops tools and delivers training programs for use of reporting tools and self-serve analytics by non-analytical end users; may include delivery of training to audiences.
• Collaborates with internal and external stakeholders to deliver on business objectives including third party suppliers.
• Builds effective relationships with internal/external stakeholders.
• Participates in the design, implementation and management of core business/group processes.
• Focus is primarily on business/group within BMO; may have broader, enterprise-wide focus.
• Provides specialized consulting, analytical and technical support.
• Exercises judgment to identify, diagnose, and solve problems within given rules.
• Works independently and regularly handles non-routine situations.
• Broader work or accountabilities may be assigned as needed.

• Typically between 3 - 7 years of relevant experience and post-secondary degree in related field of study or an equivalent combination of education and experience.
• Professiona…