Senior Analyst, Wholesale Credit Methodology
Toronto, ON – Wholesale Credit Methodology is part of the Credit Risk Models Group in Enterprise Risk and Portfolio Management. The unit is primarily responsible for the development, implementation and monitoring of performance of methodologies and models used to determine credit risk measures for Regulatory and Economic capital covering Corporate, Bank, Sovereign and Securitization exposures in BMO. The successful incumbent is accountable for assisting in or performing directly the following: Model development: Research, develop, test, and document methodologies/models, procedures and related processes for credit risk measures (e.g. probability of default, exposure at default, loss given default) used for regulatory capital and economic capital applicable to lending and non-lending exposures. This involves interaction with key user groups to understand user requirements, collecting and cleaning data, conducting the required analytical procedures, reporting on the results, and writing model docum… – Permanent – Full-timeApply for this job.