Senior Analyst, Market Risk Capital

BMO•Toronto, ON

1d•CA$56,000 - CA$103,500•Hybrid

About The Position

As a member of the FRTB (Fundamental Review of the Trading Book) BAU team, the analyst is primarily responsible for performing operational in-depth analysis to support the FRTB trading desk quantitative risk requirements. Additionally, the analyst is expected to answer to the extended scope of projects, audit requirements, ad hoc requests and expansion of the team’s responsibilities and mandate in the risk infrastructure area.

Requirements

1-3 years of relevant financial industry experience in regulatory reporting, data reconciliation or related role preferred
Knowledge of different financial instruments and market risk measures
Knowledge of different Capital Markets Products
In-depth knowledge of SQL, VBA and Excel formulas
Undergraduate and/or postgraduate degree in Engineering, Computer Science, Finance, Business or related discipline
Strong problem-solving and analytical skills, ability to cope with a high degree of ambiguity and change
Strong work ethic, detail-oriented, ability to prioritize and manage tasks and deadlines

Nice To Haves

Prior SDLC experience with JIRA is preferred
Prior academic or business Python coding experience would be an asset
Understanding of Enterprise Risk Management key policies and infrastructure would be an asset

Responsibilities

Operational Review of FRTB production run
Understand both FRTB regulatory and business requirements, analyze and communicate the trends, drivers and provide context therein with respect to changes in the market risk profile of each line of business
Perform the FRTB data validation checks set out by the team’s mandates
Diligently perform detailed qualitative analysis, identifying, tracking, escalating and/or resolving issues with market risk managers
Support the maintenance and improvement of operational procedures and processes that facilitate the market risk analytics and reporting, distribute timely accurate and complete market risk measurement
Liaise timely with the stakeholders across Market Risk and the Enterprise in efforts to ensure data lineage is properly accounted for and implemented in the enterprise market risk system
Ensure strong governance and effective controls across activities and information in accordance with team, department, enterprise and Regulatorily
Assist and collaborate in new and revised initiatives, reports and projects
Manage the stakeholder requests, audit requirements and issues proficiently, professionally and expeditiously
Proactively assist and support the functions and tasks of the team