As a member of the QRM Architecture Team, you will work closely with the Structural Market Risk (SMR) team within Corporate Treasury. The SMR team is responsible for Asset-Liability Management (ALM), Funds Transfer Pricing, Stress Testing, and Net Interest Income/Net Interest Margin Forecasting. Your role will focus on supporting the design, testing, and implementation of continuous improvement initiatives, as well as providing ongoing business-as-usual (BAU) support for BMO's Quantitative Risk Management (QRM) platform, including the Management Repository and Analytical Framework. Supports the research and development of quantitative risk modeling methodologies and related strategies in support of managing structural market risks arising from business/group portfolios and products. Develops and implements models 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 solutions and makes recommendations based on an understanding of the business strategy and stakeholder needs. Provides advice and guidance to assigned business/group on implementation of solutions. Provides input to policy positions with respect to structural market risk programs considering legislative requirements. Supports the execution of strategic initiatives in collaboration with internal and external stakeholders. Helps determine business priorities and best sequence for execution of business/group strategy. Conducts independent analysis and assessment to resolve strategic issues. Breaks down strategic problems, and analyses data and information to provide insights and recommendations. Conducts independent analysis to resolve strategic issues. Provides input to the planning & implementation of structural market risk data acquisition and reporting programs. Documents data flow, systems and processes in data collection to improve efficiency; advances automation of processes. Maintains operational procedures and processes relating to data acquisition, analytical and reporting processes. 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 the financial market environment and model performance impacts for optimal execution of risk strategies. Ensures compliance with model risk and market risk governance and provides financial instrument transaction oversight. Works closely with businesses and corporate partners to perform enterprise wise stress testing of the bank's Net Interest Income in support of capital adequacy assessment Performs analytics and reporting of economic and P&L performance of Corporate Treasury as a result of its hedging, investment and funding activities. Researches industry best practices with respect to structural market risk modeling and methodology Designs and produces regular and ad-hoc reports, and dashboards. Monitors and tracks changes to position and component risk metrics over reporting periods; addresses and / or escalates any issues. Analyzes data and information to provide insights and recommendations. Works with various data owners to discover and select data from internal and external sources e.g. lending system, payment system, external credit rating system. Applies scripting / programming skills to assemble source data into structured datasets with multiple levels of granularities e.g., demographics, customers, products, transaction. Applies suitable statistical techniques to perform analysis e.g., A/B testing, mathematical models, algorithms, machine learning to test, verify, refine hypotheses. 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. 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.