Job Description
Application Deadline:
03/01/2026Address:
100 King Street WestJob Family Group:
Finance & AccountingThe Senior Manager, Structural Market Risk (SMR) leads the development, enhancement, and implementation of quantitative risk models and assumptions that measure and manage structural market risk across the Bank’s balance sheet. The role focuses on products with contractual maturities and embedded optionality, ensuring methodologies, assumptions, and analytics accurately reflect customer behavior, market dynamics, and regulatory expectations. The incumbent collaborates closely with Corporate Treasury, Market Risk, Model Risk, and business partners to strengthen the Bank’s SMR framework and analytical capabilities.
Key Accountabilities
Model Development, Implementation & Oversight
Coordinate the development and implementation of SMR behavioral models, including embedded option valuation and earnings/economic value methodologies.
Ready to Apply?
Take the next step in your AI career. Submit your application to BMO today.
Submit Application