Current jobs related to Senior Quantitative Modeling Professional - Toronto, Ontario - Scotiabank


  • Toronto, Ontario, Canada TD Bank Full time

    Job OverviewThe Market Risk and Model Development group within Risk Management at TD Bank is seeking a highly skilled Quantitative Modeling Expert to join their team. As a key member of the Model Development (MD) group, you will be responsible for developing and implementing quantitative models related to market risk, credit risk, and operational risk in...


  • Toronto, Ontario, Canada Nexus Systems Group Inc. Full time

    Job Description:As a Quantitative Model Validator at Nexus Systems Group Inc., you will have the opportunity to learn and apply advanced mathematical models in the field of capital market valuation and risk management. The successful candidate will support senior managers in validating derivative pricing models used for various purposes, including P/L...


  • Toronto, Ontario, Canada TD Bank Full time

    The Model Development group is responsible for methodology development related to market risk, credit risk and operational risk in both retail and non-retail (Wholesale and Commercial) business in Canada and USA.Key ResponsibilitiesEnhance and develop non-retail stress testing models with mathematical and statistical methodologies.Work with other...


  • Toronto, Ontario, Canada Scotiabank Full time

    Senior Quantitative Analyst Role SummaryThis Senior Quantitative Analyst role plays a critical part in driving business growth through advanced analytics. As a key contributor to the investment team, you will be responsible for developing and implementing strategic initiatives that drive business results.Main Responsibilities:Lead the development and...


  • Toronto, Ontario, Canada Pinterest Full time

    About Pinterest:We're a global company that inspires people to create a life they love. Our platform helps millions of users discover and save creative ideas every day.We're looking for a talented Sr. Data Scientist to join our team and contribute to the development of innovative products that meet the needs of our diverse user base.The successful candidate...


  • Toronto, Ontario, Canada Scotiabank Full time

    At Scotiabank, we're seeking a skilled Quantitative Risk Modeler to join our Market Risk Measurement team. As a key member of this team, you'll be responsible for designing and implementing algorithms and models for Counterparty Credit Risk (CCR) Monte Carlo engine.This role involves operating complex processes in Unix/Linux Environments for computations of...


  • Toronto, Ontario, Canada Scotiabank Full time

    Role OverviewThe Senior Manager provides advanced analytical expertise to manage the development, validation, monitoring, reporting and documentation of quantitative models that supports the investment process. This role lies at the exciting intersection of research, data science & machine learning, finance, and technology.Key AccountabilitiesUse data...


  • Toronto, Ontario, Canada Scotiabank Full time

    Job DescriptionThe Quantitative Modeling Specialist will be responsible for the development of robust Asset Liability Management (ALM) risk models for structural interest rate risk in the banking book, customer behavior, macroeconomic factors, and internal capital models.This role requires effective communication skills to summarize complex ideas in simple...


  • Toronto, Ontario, Canada Manulife Insurance Malaysia Full time

    Key Responsibilities:The Senior Quantitative Analyst will be responsible for:Validating models to ensure they meet business requirements and regulatory standards.Developing and maintaining benchmark models to support model validation activities.Collaborating with stakeholders to document model validation outcomes and communicate findings.Qualifications:To...


  • Toronto, Ontario, Canada TD Bank Full time

    About the RoleThe TD Bank is seeking a highly skilled Senior Quantitative Analyst to join its Market Risk and Model Development team. The ideal candidate will have a strong background in quantitative modeling, particularly in stress testing, IFRS 9, and credit risk modeling.Key Responsibilities:Develop and enhance non-retail stress testing models using...


  • Toronto, Ontario, Canada Manulife Insurance Malaysia Full time

    Senior Quantitative Analyst page is loadedSenior Quantitative AnalystPostuler locations Toronto, Ontario time type Temps plein posted on Publié hier time left to apply Date de fin: 4 avril 2025 (Il reste 12 jours pour postuler) job requisition id JR25030160The Quantitative Analytics team within Financial Risk provides quantitative financial modelling and...


  • Toronto, Ontario, Canada Manulife Insurance Malaysia Full time

    Required QualificationsTo be successful in this role, you will need a Master's or PhD degree in a quantitative discipline and 3 years of experience in financial mathematics modeling with expertise in stochastic and other numerical techniques. You must also have proficiency in quantitative modeling of interest rates, inflation, foreign exchange rates,...


  • Toronto, Ontario, Canada Tbwa ChiatDay Inc Full time

    Senior Quantitative Analysts are sought after by top financial institutions to provide expertise in statistical modeling and data analysis. These professionals apply advanced mathematical techniques to extract insights from large datasets and make predictions about future outcomes.About Quantitative AnalysisQuantitative analysis involves using statistical...


  • Toronto, Ontario, Canada Manulife Insurance Malaysia Full time

    Senior Quantitative Analyst page is loadedSenior Quantitative AnalystPostuler locations Toronto, Ontario time type Temps plein posted on Publié hier time left to apply Date de fin: 4 avril 2025 (Il reste 12 jours pour postuler) job requisition id JR25030160The Quantitative Analytics team within Financial Risk provides quantitative financial modelling and...


  • Toronto, Ontario, Canada Scotiabank Full time

    Quantitative Asset Liability Management Specialist RoleWe are seeking a highly skilled quantitative risk modelling specialist to join our team.As part of our Bank's central Asset Liability Management (ALM) Modelling team, you will be responsible for the development and implementation of robust ALM risk models for structural interest rate risk (SIRR) in the...


  • Toronto, Ontario, Canada Scotiabank Full time

    Title: Senior Manager, Quantitative Strategies & Analytics, Global Investment Solutions (GWM)Requisition ID: 219884Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.PurposeThe Senior Manager provides advanced analytical expertise to manage the development, validation, monitoring, reporting and documentation...


  • Toronto, Ontario, Canada Scotiabank Full time

    Title: Senior Manager, Quantitative Strategies & Analytics, Global Investment Solutions (GWM)Requisition ID: 219884Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.PurposeThe Senior Manager provides advanced analytical expertise to manage the development, validation, monitoring, reporting and documentation...


  • Toronto, Ontario, Canada Bank of Montreal Full time

    About the Role:The Bank of Montreal is seeking a highly skilled Quantitative Risk Modeling Expert to join our team. As a key member of our Market Risk Management department, you will be responsible for developing and implementing quantitative models to measure and manage market risks arising from business/group portfolios and products.Your primary area of...


  • Toronto, Ontario, Canada Botsford Associates Full time

    Company Overview:Botsford Associates is a leading risk technology firm seeking a highly skilled Quantitative/Senior Developer to join its Risk Technology Team. The successful candidate will work closely with risk management teams to modernise and scale risk technology systems, leveraging expertise in PySpark within a Big Data-driven production...


  • Toronto, Ontario, Canada Scotiabank Full time

    Company Overview:Scotiabank is a leading bank in the Americas, guided by its purpose 'for every future.' The bank helps its customers, their families, and communities achieve success through various advice, products, and services.Job Description:Develop robust Asset Liability Management (ALM) risk models for structural interest rate risk, customer behaviour,...

Senior Quantitative Modeling Professional

1 week ago


Toronto, Ontario, Canada Scotiabank Full time
The Role

We are seeking a talented individual to join our Counterparty Credit Risk Measurement team as a Senior Quantitative Modeling Professional. In this role, you will be responsible for developing and implementing advanced quantitative models for counterparty credit risk measurement.

  • You will work closely with cross-functional teams to design and implement algorithms and models for the CCR Monte Carlo/Historical Simulation engines, which measure PFE, IMM capital, and XVAs.
  • Development and implementation of processes will typically be completed in Python, with close collaboration with stakeholders in IT to promote models into production.

You will also be responsible for executing model runs on a regular basis for reporting and performing corresponding analyses. Additionally, you will operate complex processes in Unix/Linux environments for computations of CCR measures and communicate with model users, trading desks, trade floor risk management, and business lines to enhance models and ensure correct use of models.