Senior Analyst, Market Risk Capital
BMO — Toronto, ON, CAN
Posted 2026-10-09
Application Deadline: 10/29/2026 Address: 250 Yonge Street Job Family Group: Data Analytics & Reporting Hybrid requirement: 3x per week in office (subject to change) Description 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. Key Accountabilities 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 anal