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Senior Manager, Liquidity Research And Analytics
Job description
100 King Street West Toronto Ontario,M5X 1A1The Liquidity Research and Analytics team is responsible for:Conducting quantitative analyses to understand the liquidity risk of banking products which inform their treatment in Internal Liquidity Stress Testing and regulatory metrics like LCR and NSFR.Managing the daily production of liquidity risk metrics and ensure that developed assumptions are accurately implemented.
Responsibilities & skills
Proficiency in conducting data intensive quantitative analyses using large volume of data in a statistical analysis application such as SAS, R, Python etc. - In-depth / ExpertUnderstanding of LCR, NSFR and other liquidity related regulatory requirements such as Reg-YY - In-depth / ExpertBackground in Finance, Financial Engineering, Economics, Statistics, Data science or other quantitative disciplines.Existing knowledge or ability to quickly learn source system data and functionality.
Education
Advanced level understanding of banking products especially trading and global markets products.Translating business requirements into data logic - In-depth / Expert
Experience
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BMO Financial Group
Bank of Montreal is bilingual -- it speaks Canadian and American business. Also known as BMO Financial Group (or, more familiarly, BMO, pronounced "bee-moe"), the company is one of Canada's oldest and biggest banks. Serving individuals, government agencies, and businesses large and small, it has about 900 branches that provide deposits, mortgages and loans, life insurance, credit cards, investments, and wealth management services. In the US, it owns Chicago's Harris, which offers similar services through more than 300 branches, primarily in the Midwest. Another subsidiary, BMO Capital Markets, performs institutional brokerage and investment banking services mainly in Canada and the US
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