Full time
BMO US
Milwaukee, WI, USA
Hybrid requirement: Monday, Tuesday & every other Friday (half day) in office. Support the analytics of the bank’s structural balance sheet to ensure interest rate risk is properly measured and monitored and risk drivers are well understood and explained to various stakeholders including senior management and external stakeholders. Support the execution of the attribution of interest rate risk by various risk drivers. Designs dashboards and analyses to be performed, and appropriate visualization and analytics tools to use. Understands the analytical results and be able to make recommendations as well as able to implement the right assumptions for various banking products to ensure best practice of modeling for risk associated with these products. Develops documentation to support processes, assumptions and models. Works with other risk, data and analytics professionals to optimize, refine, automate and scale analysis into repeatable analytics solutions and decision support...

