Data Science Manager, Liquidity and Funding Management

BMO•Toronto, ON

18h

About The Position

Data Science Manager Corporate Treasury Liquidity and Funding Management Corporate Treasury finds the best ways for BMO to deploy its financial resources within regulatory guidelines and the Enterprise’s risk appetite. The Treasury function plays a key role in the management of the bank’s liquidity, funding, capital, and allocation of financial resources to align with the bank’s overall strategy and to ensure the bank is resilient in its ability to carry out its activities. Treasury teams are strategically focused, have a collaborative nature and possess strong problem-solving skills. Liquidity and Funding Management within Corporate Treasury leverages big data platforms to measure, analyze and oversee the Bank’s internal and regulatory liquidity and funding risks that arise from global business activities; and make recommendations to improve the use of financial resources. Data Science Manager in Liquidity and Funding Management plays a critical role to promote data driven decision making while collaborating with liquidity risk experts and business partners to leverage BMO’s enterprise database and create insightful funding and liquidity analytics and reports. The candidate is part of a team that is accountable for the quantitative measurement and analysis of the bank’s liquidity and funding risks that arise from global business activities through the development of quantitative and stress testing models. This involves utilizing the latest modeling methodologies and applying those methodologies to build robust risk models to support Corporate Treasury’s liquidity risk framework and business decisions.

Requirements

Intermediate level of proficiency: Mathematics, statistics & operations research.
Deep learning.
Machine learning.
Trust, bias and ethics.
Creative thinking.
Critical thinking.
Advanced level of proficiency: Big data.
Data visualization.
Computational thinking and programming.
Data wrangling.
Data preprocessing.
Creative reasoning.
Verbal & written communication skills.
Collaboration & team skills.
Analytical and problem solving skills.
Influence skills.
Data driven decision making.
Typically between 5 - 7 years of relevant experience and post-secondary degree in related field of study or an equivalent combination of education and experience.
Deep knowledge and technical proficiency gained through extensive education and business experience with statistical tool sets including but not limited to Spotfire, Tableau, SQL, SAS, R, Python, MATLAB, SPSS, Spark.

Responsibilities

Plays an active role in the futuristic display of data, and advancement of innovative data strategies to understand consumer trends and address business problems.
Leads/participates in the design, implementation and management of new analytics & reporting solutions.
Designs, develops, and implements calculators and models for liquidity risk measures with innovative analytical solutions.
Designs and produces regular and ad-hoc reports, and dashboards.
Structures and assembles data into multi-dimensions with various granularities (e.g., customers, products, transactions, financial instruments).
Monitors and tracks tool performance, user acceptance testing, and addresses any issues.
Uses data mining and extracting usable data from valuable data sources to assess feasibility of AI/ML solutions for improve processing and usage of organization data.
Conducts large-scale analysis of information to discover patterns and trends by combining different modules and algorithms.
Uses analysis to provide recommendations and advice for business leaders to maintain to maintain market competitiveness.
Develops prediction systems and machine learning algorithms.
Investigates additional technologies and tools for developing innovative data solutions for business stakeholders.
Collaborate together with the product team and partners to understand and provide data-driven decision making, business planning and future roadmap.
Fosters a culture aligned to BMO purpose, values and strategy and role models BMO values and behaviours in all that they do.
Ensures alignment between values and behaviour that fosters diversity and inclusion.
Regularly connects work to BMO’s purpose, sets inspirational goals, defines clear expected outcomes, and ensures clear accountability for follow through.
Builds interdependent teams that collaborate across functional and operating groups to create the highest value for all stakeholders.
Attracts, retains, and enables the career development of top talent.
Improves team performance, recognizes and rewards performance, coaches employees, supports their development, and manages poor performance.
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.