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About the Role
This Associate, Portfolio Analytics will support the CIO Office in BMO Life Assurance (BMOLA) by delivering high-quality quantitative analytics across portfolios, liabilities, and balance-sheet metrics. The position plays an important enabling and influencing function by ensuring that investment conversations are supported by robust, transparent, and timely quantitative analysis. The role develops and maintains analytics, models, and dashboards that help decision-makers understand portfolio risks, trade-offs, and balance-sheet implications. This is a hands-on, technical role designed for candidates with strong quantitative and programming skills who want direct exposure to the front-office investment process.
Responsibilities
- Support discount curve construction and maintenance under established methodologies.
- Produce asset-liability analytics, including duration, convexity, KRDs, and cash-flow mismatch measures.
- Assist with pre-trade and post-trade quantification, calculating impacts on portfolio risk, carry, roll-down, and surplus sensitivity.
- Run scenario and stress tests (rates, curve shape, spreads) and summarize results for PMs and CIO Office.
- Calculate surplus sensitivity and risk metrics under different market scenarios.
- Support decomposition of portfolio and surplus risk into rate, spread, and credit components.
- Assist with monitoring concentration, liquidity, and key risk indicators.
- Build and maintain Python-based analytics, data pipelines, and calculation engines.
- Develop and update investment and risk dashboards used by CIO Office and PMs.
- Ensure data accuracy, documentation, and reproducibility of analytics.
- Work closely with senior analysts, PMs, ALM, and Risk teams.
- Contribute to investment materials and analytics for portfolio reviews and committees.
- Continuously enhance technical and market knowledge.
Requirements
- Typically, 3+ years of relevant experience and/or certification in related field of study or an equivalent combination of education and experience.
- Investment designation preferred.
- Knowledge of investment performance and investment risk strongly preferred.
- Collaboration & team skills; with a focus on cross-group collaboration.
Skills
- SQL
- Python/R/SAS
- visualization (e.g., PowerBI)
- Knowledge and experience in capital markets
- Data analytics skills
Location
- 250 Yonge Street
Work Type
- Salaried
Experience Level
- 3+ years of relevant experience
Education Level
- Bachelor or M.Sc in relevant field preferred
Salary/Compensations
- $65,000.00 - $140,000.00
Benefits
- health insurance
- tuition reimbursement
- accident and life insurance
- retirement savings plans
About the Company
- At BMO we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world.
- As a member of the BMO team you are valued, respected and heard, and you have more ways to grow and make an impact. We strive to help you make an impact from day one – for yourself and our customers. We’ll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we’ll help you gain valuable experience, and broaden your skillset.
Equal Opportunity
- BMO is committed to an inclusive, equitable and accessible workplace. By learning from each other’s differences, we gain strength through our people and our perspectives. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.