Senior Manager - Credit Risk Model Development
BMO US(27 days ago)
About this role
The Senior Manager, Retail AIRB Model Development at BMO leads the strategic oversight of retail internal ratings‑based (AIRB) credit risk modeling programs. The role focuses on ensuring model robustness, regulatory alignment with Basel frameworks, and supporting enterprise capital planning and risk‑based decision making. It is a senior leadership position that partners across Risk, Data, Technology and business stakeholders to shape model strategy and governance.
Required Skills
- Quantitative Modeling
- AIRB Modeling
- PD Modeling
- LGD Modeling
- EAD Modeling
- Statistical Analysis
- Machine Learning
- SAS
- Python
- Data Visualization
+5 more
Qualifications
- Advanced Degree in Quantitative Discipline
About BMO US
bmo.comBMO offers a wide range of personal and business banking services, including checking & savings accounts, loans, lines of credit, credit cards and more.
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