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Added 10 days ago
B
Analyst, Investment & Corporate Banking Client Analytics
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Toronto, ON · FCP
- Full-time
Familiarity with database design and queries (Oracle/SQL) with a desire to learn
Added 10 days ago
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Analyst, Global Markets Client Analytics
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- Full-time
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Data Analyst IV
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- Contract
Develop and optimize SQL queries, stored procedures, views, and data models to support reporting and analytics requirements
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Business System Analyst
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Forward Deployed Engineer – AI, Data Engineering & MLOps / Toronto, ON (Onsite) - FTE
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Data and AI Lead, Development and Governance
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…technologies. Ideally, you are adept at Design Solutioning and have at least 8 years experience with Python, LLM, AI/ML, NLP, SQL DB, and Microservices. You come equipped with 3 years of…
Added 10 days ago
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Senior Manager, Counterparty Credit Risk Analytics
BMO
Toronto, ON · YNG
- Full-time
Programming skills (Python/SQL preferred) for analytics and automation
Added 10 days ago
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Software Engineer, Test
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Basic understanding of SQL and relational databases
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Python & SQL Developer - Montreal, QC - 3 Days Onsite per Week Mandatory
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Montreal, QC
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Added 10 days ago
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Analytics Intern
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TD Asset Management Portfolio Analytics Developer Intern/Co-Op (Winter 2027)
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Added 10 days ago
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Senior Data Engineer
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Added 10 days ago
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Junior Quality Engineer
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Added 10 days ago
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Senior Financial Analyst
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…or a related discipline. A combination of relevant education and experience may be considered. Experience working with complex databases, applications, or information systems. Demonstrated…
Added 10 days ago
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Data Engineer (12 Month Contract)
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Added 11 days ago
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Added 11 days ago
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BMO

Senior Manager, Counterparty Credit Risk Analytics

Toronto, ON, Canada
YNG, Canada

$80,000.00 - $175,000.00 · Full-time

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Job details

Pay: $80,000.00 - $175,000.00
Job type: Full-time
Apply by: Nov 30, 2026
Posting language: English
Posted: Oct 15, 2026

Original job description

Application Deadline:

11/29/2026

Address:

250 Yonge Street

Job Family Group:

Data Analytics & Reporting

Role Summary

The Senior Manager, CCR Analytics leads a team in the design, implementation, and oversight of counterparty credit risk measurement and analytics. The role focuses on delivering robust exposure methodologies (PFE, Settlement, stress), ensuring model usage integrity, and providing actionable insights to trading desks, risk oversight, and senior management.

This role combines advanced quantitative expertise with leadership responsibilities, ensuring that CCR analytics frameworks are accurate, scalable, and aligned with regulatory expectations.

Key Responsibilities

1. CCR Analytics & Exposure Measurement

Lead the calculation, validation, and analysis of CCR metrics including:
- Potential Future Exposure (PFE)
- Settlement
- Mark to Market (MTM)
- Stress and scenario-based exposures
Oversee treatment of complex/non-standard trades and ensure appropriate modeling of exposures
Identify weaknesses in pricing models and exposure methodologies; propose and implement improvements

2. Methodology & Model Usage Governance

Ensure appropriate application of CCR models and methodologies across portfolios
Partner with model development and validation teams on:
- Model enhancements
- Performance monitoring
- Regulatory model reviews
Provide subject matter expertise on CCR methodologies (netting, collateral, margining, wrong-way risk)

3. Risk Insights & Business Support

Provide analytics and insights to trading desks and portfolio managers on counterparty exposures, concentrations, and sensitivities
Analyze drivers of exposure changes (market moves, trades, collateral) and communicate implications clearly
Support business decisions including:
- Limit setting and utilization analysis
- Optimize trading PnL within risk appetite
Support new initiatives such as new product or feature by analyzing impact to CCR and providing insight into mitigating them

4. Regulatory & Stress Testing Deliverables

Lead CCR analytics inputs into:
- Regulatory reporting
- Stress testing frameworks and scenario design
Deliver high-quality analytics supporting regulatory exams and internal governance reviews

5. Data, Controls & Analytics Quality

Ensure integrity and reconciliation of exposure data across systems
Implement controls around:
- Input data quality
- Model outputs and reconciliations
- Exception handling and escalation
- Data Timeliness and system performance
Work closely with infrastructure teams to enhance data pipelines and analytics performance

6. Automation & Advanced Analytics

Drive automation of CCR analytics processes (data ingestion, calculations, reporting)
Leverage Python/SQL or similar tools to:
- Build analytical tools
- Perform deep-dive analysis and scenario simulations
Promote efficient, scalable analytics processes to support growing portfolios

7. Stakeholder Management

Liaise with:
- Trading desks (rates, FX, credit, commodities)
- Market Risk Oversight and Credit Risk teams
- Model development/validation and technology teams
Ensure clear understanding of CCR exposures and methodologies across stakeholders

8. Team Leadership

Lead and mentor a team of CCR analysts/quantitative specialists
Provide technical guidance on exposure methodologies and analytics
Manage delivery timelines for BAU and regulatory commitments

Qualifications & Skills

Education

MSc or equivalent in Quantitative Finance, Mathematics, Statistics, Engineering, or related field
Nice to have: CFA or FRM

Experience

7–10 years in CCR analytics, market risk, or quantitative risk roles
Strong experience with exposure metrics (PFE, CVA, EE) and financial products (Derivatives and Security Financing Transactions)
Experience supporting regulatory deliverables and/or stress testing

Technical Skills

Deep knowledge of:
- Derivative pricing and exposure modeling
- Netting, collateral, CSA mechanics
- CCR regulatory frameworks (Basel / OSFI / Fed)
Programming skills (Python/SQL preferred) for analytics and automation
Familiarity with risk engines (e.g., Adaptiv or similar platforms)
Familiarity with managing daily operations for risk or trading systems

Soft Skills

Strong analytical and critical thinking skills
Ability to translate complex analytics into business insights
Effective communication across technical and non-technical stakeholders
Proven leadership and team management capability

Role Impact

Drives accuracy and robustness of CCR exposure measurement
Influences:
- Risk appetite and limit decisions
- Pricing and trading strategies (via exposure and CVA insights)
- Regulatory capital and stress testing outcomes
Acts as a key bridge between quantitative modeling, risk oversight, and business decision-making

Salary:

$80,000.00 - $175,000.00

Pay Type:

Salaried

The above represents BMO Financial Group’s pay range and type.

Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure. Salaries for part-time roles will be pro-rated based on number of hours regularly worked. For commission roles, the salary listed above represents BMO Financial Group’s expected target for the first year in this position.

BMO Financial Group’s total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards. BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. To view more details of our benefits, please visit: https://jobs.bmo.com/global/en/Total-Rewards

About Us

At BMO we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world.

As a member of the BMO team you are valued, respected and heard, and you have more ways to grow and make an impact. We strive to help you make an impact from day one – for yourself and our customers. We’ll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we’ll help you gain valuable experience, and broaden your skillset.

To find out more visit us at https://jobs.bmo.com/ca/en.

BMO is committed to an inclusive, equitable and accessible workplace. By learning from each other’s differences, we gain strength through our people and our perspectives. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.

Note to Recruiters: BMO does not accept unsolicited resumes from any source other than directly from a candidate. Any unsolicited resumes sent to BMO, directly or indirectly, will be considered BMO property. BMO will not pay a fee for any placement resulting from the receipt of an unsolicited resume. A recruiting agency must first have a valid, written and fully executed agency agreement contract for service to submit resumes.

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More about this job

Responsibilities

The Senior Manager leads a team in designing and implementing counterparty credit risk measurement methodologies and analytics. They provide actionable insights to trading desks and senior management while ensuring model integrity and regulatory compliance.

Requirements

Candidates must possess an MSc or equivalent in a quantitative field and 7-10 years of experience in counterparty credit risk or market risk. Strong technical proficiency in Python, SQL, and derivative exposure modeling is required.

Skills

Counterparty credit risk
PFE
CVA
Exposure measurement
Python
SQL
Stress testing
Regulatory reporting
Derivative pricing
Risk management
Team leadership
Quantitative analysis
Financial modeling
Collateral management
Basel frameworks

Benefits

Health insurance
Tuition reimbursement
Accident insurance
Life insurance
Retirement savings plans

Visa sponsorship

Not detected in the job text

Keywords

Counterparty Credit Risk
PFE
CVA
EE
Basel
OSFI
Python
SQL
Adaptiv
Derivatives
Security Financing Transactions
Stress Testing
Quantitative Finance
Risk Analytics
Model Governance
Regulatory Reporting
Data Integrity
Automation
Financial Modeling
Collateral
Netting
Wrong-way Risk
Market Risk
Portfolio Management
CFA
FRM

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