Associate, XVA

4 weeks ago

Toronto, Canada BMO Capital Markets Full time

Associate, XVA / Counterparty Credit Risk Quant Join to apply for the Associate, XVA / Counterparty Credit Risk Quant role at BMO Capital Markets BMO Capital Markets is a leading, full‑service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world. Responsibilities Develop new mathematical models and computational methods for pricing deals and managing risk. Maintain the existing suite of models in the FO analytics library. Help traders use models in daily pricing and risk management. Interact with external groups such as Market Risk Model, Model Vetting, Market Risk Oversight, and VPC to facilitate understanding and usage of FO analytics models. Aggregate, organize, and analyze market and trade data to facilitate reporting from business overviews to trade‑level details. Engage in discussions with traders, senior management, and risk managers regarding deal modeling, pricing, hedging, and risk management. Qualifications A university graduate degree is required in a technical field such as physics, mathematics, statistics, engineering, or computer science. Basic knowledge of quantitative finance models and derivative pricing is required. Prior experience implementing XVA, credit, or counterparty credit risk models is desired. Programming experience in C#, C++, or Python is required. Knowledge of Excel, including scripting and efficient spreadsheet design. Excellent communication and interpersonal skills, able to work effectively with traders, other technical professionals, marketers, senior management, back office, and risk management. Compensation The base salary for this role is $120,000 CAD. Salaried position. Salaries may vary based on location, skills, experience, education, and qualifications, and may include a commission structure. Part‑time roles will be pro‑rated. For commission roles, the salary listed represents the expected target for the first year. Benefits BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. For more details of our benefits, visit https://jobs.bmo.com/global/en/Total-Rewards About BMO 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. Seniority Level Not Applicable Employment Type Full‑time Job Function Finance and Sales EEO & Accessibility Statement 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. Recruiter Note 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. #J-18808-Ljbffr

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