BMO Financial Group Model Risk and Vetting Department is looking for a contract that starts in August 2016 until January 2017.

Job Description:

Knowledge:
· Good knowledge of financial theory; risk related models (credit, market, operational and liquidity etc.), capital (EC, RC) and stress testing models, pricing and valuation models etc.
· Good knowledge of quantitative data mining and statistical analysis techniques; pertaining to risk modeling, particularly in wholesale credit risk and operational risk modeling would be an asset
· Knowledge of wholesale credit management, lending process and credit process as an asset
· Good understanding of regulatory requirements of Basel, ICAAP, CCAR/DFAST requirements, in particular related to credit and operational loss estimation

Skills:
· Detail-oriented, analytical, well organized, highly self-motivated and good interpersonal skills
· Effective time management in order to efficiently deliver concurrent projects with competing priorities
· Good ability of conflict-solving; and ability to collaboratively work with model owner/sponsor counterparts
· Effective presentation and communication skills; Ability to convey complex concepts and outcomes to non-subject matter experts.
· Excellent computing development skills, particularly statistical and database modeling tools (SAS, R, MATLAB, Access/VBA etc.). Ability to adapt to various programming languages and environments. Advanced SAS proficiency is required
Education and Accreditations:
· Master degree in Statistics, Mathematics, Econometrics etc.
· PhD in quantitative field or combination of quantitative preferred

If you are interested please send your resume to lee.huang@bmo.com.