Manager, Counterparty Credit Risk Capital
Requisition ID: 82975
Join the Global Community of Scotiabankers to help customers become better off. POSITION SUMMARY
As part of Global Risk Management, Exposure and Capital Analytics delivers reporting, analytics and insights on capital to the bank's non-retail business lines. The Quantitative Analytics and Methodology team is focused on Counterparty Credit Risk (CCR) and profitability modelling. You will work on development and operations for the bank's Counterparty Credit Risk Capital system. What you'll do in this role?
What we're looking for?
- Weekly monitoring of IMM Capital for derivatives and SFTs
- Provide support to the Capital Management team for quarterly CCR disclosures
- Conduct studies to monitor IMM methodology
- Support regression tests for the CCR capital workstream
Development of enhancements to the CCR capital workflow
- Quantitative undergraduate degree (e.g. finance, mathematics, statistics, engineering) plus Masters preferred
- CFA or FRM designation is a plus
- Excellent communication skills
- Quantitative skills (numerical methods, Monte Carlo simulation, machine learning)
- Experience programming in python or other scripting languages
- Experience in banking or capital markets is preferred
- Business Casual Attire
- Flexible Working Hours
- Close to GO trains, subway and buses
This position is located at King St W, Toronto
Location(s): Canada : Ontario : Toronto
As Canada's International Bank, we are a diverse and global team. We speak more than 100 languages with backgrounds from more than 120 countries. Our employees are committed to a superior customer experience and use the Bank's six guiding sales practice principles to ensure they act with honesty and integrity.
At Scotiabank, we value the unique skills and experiences each individual brings to the Bank, and are committed to creating and maintaining an inclusive and accessible environment for everyone. If you require accommodation (including, but not limited to, an accessible interview site, alternate format documents, ASL Interpreter, or Assistive Technology) during the recruitment and selection process, please let our Recruitment team know. If you require technical assistance, please click here . Candidates must apply directly online to be considered for this role. We thank all applicants for their interest in a career at Scotiabank; however, only those candidates who are selected for an interview will be contacted. Job Segment:
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