Senior Manager, Market Risk Capital Analytics
Requisition ID: 83182
Join the Global Community of Scotiabankers to help customers become better off.
As part of Scotiabank Global Risk Management, the Exposure and Capital Analytics - Market Risk group is at the forefront of managing the Bank's market risk capital and stress testing program in response to current regulatory & market changes and risk management initiatives. The group is responsible for the analysis of market risk exposure, primarily through Value at Risk, for the full suite of traded products.
As the Senior Manager, Market Risk Capital Analytics,
you will ensure that market risk exposure is accurately measured by the Bank's market risk models and explained by the market movements, and trading strategies. This is facilitated by the interaction with other market risk managers across the Bank to implement the development of quantitative and qualitative risk solutions. What you'll do in this role?
What we're looking for?
- Responsible for using analytics to understand and communicate effectively the key drivers of market risk capital and stress testing to relevant stakeholders in risk and the front office, including the Bank's Senior Management
- Responsible to provide the oversight on mutiple business lines
- Responsible to provide the oversight on US regulatory and data governance
- Responsible for continually improving and enhancing the market risk capital and exposure reporting and analysis in real-time as needs arise
- Collaborate with relevant stakeholders to aid in risk and capital management
- Work on new projects and initiatives as required
- Ensure that all processes and procedures are appropriately documented
- Quantitative Undergrad (i.e. finance, mathematics, statistics, physics, or engineering) plus Masters or PHD preferred. Progress towards/completion of CFA/FRM/PRM an asset.
- Knowledge of finance, market risk and derivative products
- Previous working experience in finance. The candidate is expected to have comprehensive knowledge of the full range of financial products and markets.
- Ability to code using Python and Unix bash is required
- Statistical analysis
- Experience with financial modelling is an asset
- Familiarity with Tableau and Excel VBA is an asset
- Familiarity with Big Data and machine learning concepts and their application to financial markets is an asset
- Exceptional problem solving skills
- Strong written and verbal communication skills
- Strong attention to detail
This position is located in downtown Toronto on King St W.
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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