Vice President, Counterparty Credit Risk / XVA Quant
- Employment type
- Full-time · On-site
- Posted
- October 8, 2026
- Province
- Ontario (ON)
Hiring confidence: Sparse posting · 22/100
This posting is missing most of the signals we look for, or shows patterns common to listings that are not actively being filled. Check with the employer before applying. How this is scored
Job Overview
This role is based in Ontario. BMO U.S. is hiring for this full-time position through Jobily, where you can check how well your resume matches the posting before you apply.
Market context
About this role in Ontario
Average salary for Vice President, Counterparty Credit Risk / XVA Quant in Ontario
We do not have a salary benchmark for this title in Ontario yet. The posting does not state a salary either.
NOC code
This posting has not been matched to a NOC 2021 unit group yet. Use the NOC finder to identify the code from the duties listed above.
Typical qualifications for Canadian employers
- Advanced degree in mathematics, physics, computer science, or finance
- 8+ years of experience in credit risk, XVA, or quantitative finance
- Strong programming skills (C++, Python, or similar)
- Deep understanding of counterparty credit risk frameworks
- Knowledge of regulatory frameworks (Basel III, FRTB)
Fit check
Is this role right for you?
Top skills this posting asks for:
- Counterparty credit risk
- XVA (Credit Valuation Adjustment)
- Quantitative analysis
Jobily reads your resume against this posting and scores the fit — the skills you already have, the gaps, and what to change before applying. Signed-in Premium members see the score at the top of this page.
Scan your resume to see your fitKeep looking
Similar jobs
What you'll do
- Develop and maintain counterparty credit risk models
- Design and implement XVA pricing and hedging strategies
- Lead quantitative analysis of credit risk exposures
- Manage credit risk infrastructure and systems
- Collaborate with trading and risk teams
- Ensure regulatory compliance and capital adequacy
- Mentor junior quantitative analysts
What you'll need
- Advanced degree in mathematics, physics, computer science, or finance
- 8+ years of experience in credit risk, XVA, or quantitative finance
- Strong programming skills (C++, Python, or similar)
- Deep understanding of counterparty credit risk frameworks
- Knowledge of regulatory frameworks (Basel III, FRTB)
- Experience with CVA, DVA, and other XVA components
- Excellent problem-solving abilities