Director, Wholesale AIRB Modeling
BMO — Toronto, ON, CAN
Posted 2026-08-24
Application Deadline: 09/13/2026 Address: 100 King Street West Job Family Group: Data Analytics & Reporting This is a rare opportunity to shape the models that underpin wholesale credit risk decisions for a leading Canadian bank. As Director, Wholesale AIRB Modeling you will lead the evolution of AIRB BRR/PD, LGD, and EAD models used to adjudicate and manage commercial clients and determine regulatory capital across the bank’s full range of wholesale portfolios. Success in this role requires exceptional technical depth in wholesale credit risk, Basel/AIRB frameworks, and quantitative modelling, the credibility to engage senior business executives, regulators, and risk partners on complex and often high-profile model outcomes, and extraordinary judgment. You will operate at the intersection of analytics, regulatory oversight, and business strategy, influencing enterprise-level decisions relying on careful risk measurements while advancing the use of AI-powered model development practices. This role is best suited for a seasoned risk leader who has demonstrated success managing a highly skilled team in a complex work environment and is passionate about combining technical excellence