Lead, Counterparty Credit Risk Analytics

Application Deadline: 11/29/2026Address: 250 Yonge StreetJob Family Group: Data Analytics & ReportingRole 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...

Job DescriptionWhat is the opportunity?As part of the Group Risk Management team, the Manager, Counterparty Credit Risk Models is responsible for the conceptual design, development, and ongoing maintenance of the mathematical models used for the measurement and capitalization of the counterparty credit risk of RBC's derivative and SFT portfolio. This...

Royal Bank of Canada Toronto, ON Full-time Salary not specified As part of Group Risk Management, the Director leads a team responsible for designing, developing, and maintaining mathematical models used to measure and capitalize counterparty credit risk across RBC's derivatives and securities financing transactions portfolio. What you'll doWork with model...

What is the Opportunity?As part of the Group Risk Management team, the Director, Counterparty Credit Risk Analytics leads a team which is responsible for the conceptual design, development, and ongoing maintenance of the mathematical models used for the measurement and capitalization of the counterparty credit risk of RBC's derivative and SFT portfolio. This...

Date limite pour présenter sa candidature : 11/29/2026Adresse : 250 Yonge StreetGroupe de famille d'emploi : Analyses des données et communication de l'informationSoutenir l’exécution de solutions de production de rapports précis et efficaces pour l’information relative au risque, à la réglementation et à la gestion auprès des parties prenantes...

Application Deadline: 11/29/2026 Address: 250 Yonge Street Job Family Group: Data Analytics & Reporting Supports the execution of accurate and efficient reporting solutions for risk, regulatory and management information to internal and external stakeholders including regulatory bodies. Supports an efficient and effective risk management function which uses...

What is the opportunity?As part of the Group Risk Management team, the Associate Director, Counterparty Credit Risk Models is responsible for the conceptual design, development, and ongoing maintenance of the mathematical models used for the measurement and capitalization of the counterparty credit risk of RBC's derivative and SFT portfolio. This includes...

Le poste chez BMO Financial Group à Toronto implique de soutenir l’exécution de solutions de production de rapports fiables liées au risque et à la réglementation. Vous travaillerez avec des groupes internes et externes pour assurer des rapports précis et conformes. Vous utiliserez des sources d’informations et des pratiques courantes afin...

BMO Capital Markets is seeking a skilled quantitative developer to manage models and analytics for counterparty credit risk in Global Markets. You will price, hedge, and monitor risk while interfacing with risk, valuation, and control groups to ensure robust trade pricing and reporting. The role requires a technical degree, 4+ years of experience (PhD...