Senior Manager, Market Risk Measurement
4 weeks ago
Press Tab to Move to Skip to Content Link
Select how often (in days) to receive an alert:
Title: Senior Manager, Market Risk Measurement Requisition ID: 203641
Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.
As part of Global Risk Management, Market Risk Measurement team delivers reporting, analytics and insights to the Bank’s non-retail business lines. The Counterparty Credit Risk (CCR) Capital analytics team specializes in regulatory capital for Counterparty Credit Default risk and Credit Value Adjustment. The incumbent will work on development, maintain the Bank’s CCR capital system and be liable for the report and corresponding analysis. We are looking for people and talent that will help us drive large-scale initiatives forward and work alongside our diverse team of quants, data scientists and developers and collaborate with our many stakeholders across Scotiabank.
Job Responsibilities:
Assist director in development of overall work plan for CCR (OTC and SFT) and CVA capital process including monitoring/escalating/addressing any issues impact on the CCR/CVA capital value.
Provide guidance and supervise staff to deliver work assignments
Collaborate with front-office, technology, and all users to assist investigations.
Develop and automate control processes to identify data challenges affecting accuracy of CCR/CVA capital; Collaborate with data governance teams to drive CCR data issues resolution.
Develop and implement analytics dashboard through the Power BI framework for CCR/CVA capital reporting and drilldown investigation tools for the capital values.
Assist business line in any ad-hoc/one-off capital analysis and in comprehending CCR/CVA capital calculation.
Perform detailed quantitative and technical review capital process with minor guidance, including responsibility of creating the end-to-end capital process, research on appropriate statistical / mathematical technical tests, undertaking research and development of new techniques, coding/programming to assess various aspects of model performance.
Comply with internal policies, procedures and regulatory requirements where applicable
Provide active and direct assist to resolve outstanding audit and regulatory issues and to respond to ad hoc senior management and regulatory requests.
Job Requirements:
Advanced degree in Mathematics, Statistics, Econometrics, Physics, Computer Science, Financial Mathematics, Financial Engineering (Master or above, Ph.D. Preferred); Industry certification or credentials will be an asset (e.g. CFA, FRM)
Knowledges of the derivative pricing model theory, counterparty credit risk modeling, market data etc. Experience in modeling including the valuation and capital models, or counterparty credit risk modeling,
Familiar with various trading products including IR, FX, Equity, Commodity, SFT etc.
Excellent written and presentation skills to provide advice and explanation to various users
Sound comprehending of various modelling techniques and comfortable to conduct various tests.
Proficient computing skills in SQL, Python, Unix bash scripting.
Knowledge of databases and BI tools (especially MS Power BI) is an asset.
Ability to manage efficiently multiple priorities; attention to detail and ability to work independently or in teams; consensus-building ability.
Location(s): Canada : Ontario : Toronto
Scotiabank is a leading bank in the Americas. Guided by our purpose: "for every future", we help our customers, their families and their communities achieve success through a broad range of advice, products and services, including personal and commercial banking, wealth management and private banking, corporate and investment banking, and capital markets.
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: R&D Engineer, Law, Risk Management, R&D, Investment Banking, Engineering, Legal, Finance, Research
-
Senior Manager, Market Risk Measurement
1 month ago
Old Toronto, Ontario, CA Scotiabank Full timeTitle: Senior Manager, Market Risk MeasurementRequisition ID: 203641Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.As part of Global Risk Management, Market Risk Measurement team delivers reporting, analytics and insights to the Bank’s non-retail business lines. The Counterparty Credit Risk (CCR)...
-
Senior Manager, Market Risk Measurement
1 month ago
Old Toronto, Ontario, CA Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Title: Senior Manager, Market Risk Measurement Requisition ID: 203641Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. As part of Global Risk Management, Market Risk Measurement team delivers reporting,...
-
Old Toronto, Ontario, CA Scotiabank Full timeTitle: Manager, CCR Capital Analytics, Market Risk MeasurementRequisition ID: 205811Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.As part of Global Risk Management, Market Risk Measurement team delivers reporting, analytics and insights to the Bank’s non-retail business lines. The Counterparty Credit...
-
Senior Manager, Enterprise Market Risk
3 weeks ago
Old Toronto, Ontario, CA Scotiabank Full timeTitle: Senior Manager, Enterprise Market RiskRequisition ID: 205712Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.As part of Scotiabank Global Risk Management, the Enterprise Market Risk group is at the forefront of managing the Bank's market risk capital and stress testing program in response to...
-
Senior Manager, Enterprise Market Risk
3 weeks ago
Old Toronto, Ontario, CA Scotiabank Full timeTitle: Senior Manager, Enterprise Market RiskRequisition ID: 205712Join a purpose-driven winning team, committed to results, in an inclusive and high-performing culture.As part of Scotiabank Global Risk Management, the Enterprise Market Risk group is at the forefront of managing the Bank's market risk capital and stress testing program in response to...
-
Senior Analyst, Enterprise Risk Management
3 weeks ago
Old Toronto, Ontario, CA TMX Group Full timeSenior Analyst, Enterprise Risk Management Venture outside the ordinary - TMX Careers The TMX group of companies includes leading global exchanges such as the Toronto Stock Exchange, Montreal Exchange, and numerous innovative organizations enhancing capital markets. United as a global team, we’re connecting cross-functionally, traversing industries and...
-
Old Toronto, Ontario, CA TMX Group Full timeSenior Risk Specialist, Enterprise Risk Management (ERM)Locations: Montreal - 1190 av. des Canadiens-de-Montreal, Toronto - 100 Adelaide St WTime Type: Full timePosted on: Posted 2 Days AgoJob Requisition ID: R-4573Venture outside the ordinary - TMX CareersThe TMX group of companies includes leading global exchanges such as the Toronto Stock Exchange,...
-
Senior Market Risk Analyst
1 month ago
Old Toronto, Ontario, CA TD Bank Full timeSenior Market Risk Analyst Lieu de travail: Canada Horaire: 37.5 Secteur d’activité: Gestion des risques Détails de la rémunération: Nous avons à cœur d’offrir une rémunération juste et équitable à tous nos collègues. En votre qualité de candidat ou de candidate, nous vous encourageons à avoir une conversation franche avec votre recruteur et...
-
Manager, Private Markets Risk
3 weeks ago
Old Toronto, Ontario, CA OPTrust Full timeManager, Private Markets RiskDepartment: Investment RiskType: PermanentLocation: TorontoPosting Date: August 22, 2024At OPTrust, paying pensions today, preserving pensions for tomorrow is our mission and business.When you choose OPTrust, you join a team of smart, talented people who fuel our success and have a passion for pensions. Our strength resides in...
-
Senior Analyst, Enterprise Risk Management
1 month ago
Old Toronto, Ontario, CA TMX Group Full timeSenior Analyst, Enterprise Risk Management Venture outside the ordinary - TMX Careers The TMX group of companies includes leading global exchanges such as the Toronto Stock Exchange, Montreal Exchange, and numerous innovative organizations enhancing capital markets. United as a global team, we’re connecting cross-functionally, traversing industries and...
-
Old Toronto, Ontario, CA CPP Investments Full timeAssociate/Manager, Investment Risk, Public Markets PortfolioFull-timeFunction: RiskMake an impact at a global and dynamic investment organizationWhen you invest your career in CPP Investments, you join one of the most respected and fastest growing institutional investors in the world. With current assets under management valued in excess of $500 billion, CPP...
-
Capital Markets Risk Management, Analyst
1 month ago
Old Toronto, Ontario, CA Capital Engineering Full timeTD Bank focuses on growth through selective risk management and acknowledges the importance of a robust risk culture. This role in Capital Markets Risk Management ensures significant risks are well-managed and transparent. The team values respect, inclusion, diversity, and continuous learning.In this role you can expect to have the...
-
Senior market risk analyst
1 month ago
Old Toronto, Ontario, CA TD Full timeLieu de travail:CanadaHoraire:37.5Secteur d’activité:Gestion des risquesDescription du poste:Job Description and Accountabilities:Support the risk appetite of the bank, by providing guidance within the Market Risk FRTB team with respect to the analysis and reporting, while escalating issues in a timely manner.Effectively challenge, propose and champion...
-
Manager, Liquidity Measurement
4 weeks ago
Old Toronto, Ontario, CA RBC Full timeJob SummaryFaire des analyses et des recommandations relativement aux expositions totales au risque, et tout particulièrement en ce qui a trait aux taux d’intérêt et aux risques de marché. S’appuyer sur son expérience et un ensemble éprouvé de pratiques, de connaissances et d’aptitudes pour réaliser différentes affectations.Job DescriptionWhat...
-
Senior Manager, Risk
1 month ago
Old Toronto, Ontario, CA Momentum Financial Services Group Full timeMomentum Financial Services is a leading provider of financial services in North America. For 40 years, we've been committed to providing financial solutions that meet the evolving needs of consumers and business owners. Through our retail network of over 400 locations, known as Moneymart, Insta Cheques and the Cheque Cashing store, we provide access to...
-
Senior Manager, Strategic Initiatives
1 month ago
Old Toronto, Ontario, CA Scotiabank Full timeTitle: Senior Manager, Strategic Initiatives & Marketing PlanningRequisition ID: 204575Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.The Senior Manager, Strategic Initiatives, Marketing Planning will advance high priorities through strategy and project work that delivers impact in support of...
-
Senior Manager, Strategic Initiatives
1 month ago
Old Toronto, Ontario, CA Scotiabank Full timeTitle: Senior Manager, Strategic Initiatives & Marketing PlanningRequisition ID: 204575Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.The Senior Manager, Strategic Initiatives, Marketing Planning will advance high priorities through strategy and project work that delivers impact in support of...
-
Senior Manager, Strategic Initiatives
1 month ago
Old Toronto, Ontario, CA Scotiabank Full timeRequisition ID: 204575 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. The Senior Manager, Strategic Initiatives, Marketing Planning will advance high priorities through strategy and project work that delivers impact in support of Scotiabank's business strategy and objectives across Canadian Banking....
-
Senior Manager, Enterprise Risk
4 weeks ago
Old Toronto, Ontario, CA Scotiabank Full timeRequisition ID: 200316Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.The Senior Manager, Enterprise Risk is a key role within GRM to produce and coordinate risk reporting for Board, Senior management and other internal stakeholders including performance of a second line challenge role in the context of...
-
Senior Manager, Enterprise Risk
4 weeks ago
Old Toronto, Ontario, CA Scotiabank Full timeRequisition ID: 200316Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. The Senior Manager, Enterprise Risk is a key role within GRM to produce and coordinate risk reporting for Board, Senior management and other internal stakeholders including performance of a second line challenge role in the context of...