Senior Manager, Counterparty Credit Risk Analytics
BMO — Toronto, ON, CAN
Posted 2026-10-15
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 acr