Current jobs related to Quantitative Risk Model Developer - Toronto, Ontario - Scotiabank

  • Quantitative Risk Modeler

    2 days ago

    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...

  • Quantitative Risk Modeller

    3 hours ago

    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,...

  • Chief Quantitative Risk Modelling Specialist

    1 day ago

    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...

  • Quantitative Modeling Expert

    3 hours ago

    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...

  • Quantitative Analyst

    3 days ago

    Toronto, Ontario, Canada Scotiabank Full time

    About the Job:This is an exciting opportunity for a talented Quantitative Analyst - Risk Modeling to join Scotiabank's risk management team. The successful candidate will have a strong background in financial modeling and risk analysis, with expertise in counterparty credit risk measurement.Main Responsibilities:Develop and maintain models for counterparty...

  • Senior Quantitative Modeler

    2 days ago

    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...

  • Quantitative Risk Manager

    2 days ago

    Toronto, Ontario, Canada MUFG Americas Full time

    Transformative Opportunity in Quantitative Risk ManagementMUFG Americas is seeking a seasoned Quantitative Risk Manager to join its esteemed team. In this pivotal role, you will be responsible for overseeing the management of enterprise-wide model risks associated with the Bank's development, deployment, and maintenance of quantitative models.The ideal...

  • Quantitative Risk Expert

    10 hours ago

    Toronto, Ontario, Canada Coast Capital Savings Full time

    Job DescriptionThe Senior Quantitative Risk Specialist plays a pivotal role in designing, implementing, and validating quantitative risk models for various internal stakeholders. These models measure and forecast different types of risks within the organization, including credit, market, and liquidity risk.This highly technical role requires the incumbent to...

  • Quantitative Modeling Expert

    1 week ago

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

    **Job Description:**Nexus Systems Group Inc. is seeking a highly skilled Quantitative Modeling Expert to join our team. As a key member of our risk management department, you will be responsible for validating derivative pricing models used in capital market and risk management.Responsibilities:Validate derivative pricing models used in capital market and...

  • Quantitative Risk Analyst

    4 weeks ago

    Toronto, Ontario, Canada BeachHead Full time

    Working with one of the top financial clients this role calls for a Quantitative Risk Analyst - Model Validation/ Treasury who will work on Quantitative Risk Management (QRM, as Vendor) model development report (MDR) documentation, testing, and model submission. This candidate will work closely with the Model Validation (MV) team to get models validated and...

  • Quantitative Risk Analyst

    4 weeks ago

    Toronto, Ontario, Canada BeachHead Full time

    Working with one of the top financial clients this role calls for a Quantitative Risk Analyst - Model Validation/ Treasury who will work on Quantitative Risk Management (QRM, as Vendor) model development report (MDR) documentation, testing, and model submission. This candidate will work closely with the Model Validation (MV) team to get models validated and...

  • Quantitative Model Validator

    2 days ago

    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...

  • Model Risk Specialist

    2 days ago

    Toronto, Ontario, Canada MUFG Americas Full time

    Unlock Your Expertise in Model Risk ManagementMUFG Americas invites highly skilled professionals to apply for the position of Model Risk Specialist. As a key member of our Quantitative Risk Control team, you will play a crucial role in validating, enhancing, and maintaining the Bank's model risk management framework.Your primary responsibilities will include...

  • Quantitative Risk Modelling Expert

    1 day ago

    Toronto, Ontario, Canada Iris Software Full time

    At Iris Software, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we're counting on your unique voice and perspective to help Iris Software become even better, too. Join our mission to build an exceptional experience for yourself, and a...

  • Quantitative Modeling Specialist

    3 days ago

    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,...

  • Senior Quantitative Risk Manager

    1 week ago

    Toronto, Ontario, Canada Manulife Financial Full time

    Job Summary:We are seeking a highly skilled and experienced Senior Quantitative Risk Manager to join our team in Model Risk Management. In this role, you will be responsible for ensuring the effectiveness of our models and supporting risk measurement, investment strategy development, asset liability management, and regulatory...

  • Quantitative Risk Manager

    3 days ago

    Toronto, Ontario, Canada Coast Capital Savings Full time

    Select how often (in days) to receive an alert:At Coast Capital, we're not dreaming about a better future, we're building one.As a member-owned cooperative, we're helping our members with their real goals and real challenges so they can live the real life they want. It's what we've been doing for over 80 years, and it's why today we stand almost 600,000...

  • AVP Model Risk

    3 weeks ago

    Toronto, Ontario, Canada Peoples Group Full time

    Peoples Group is a boutique Financial Institution with offices located in Vancouver, Calgary, Toronto, and Montreal that has been in the Canadian marketplace for over 35 years. Our mission is to exceed our customers' expectations by providing exceptional customer service backed by extensive product knowledge and experience.Our culture here at Peoples Group...

  • Risk Modeling Specialist

    7 days ago

    Toronto, Ontario, Canada Manulife Financial Full time

    Risk Modeling Specialist Job Description:We are seeking a highly skilled Risk Modeling Specialist to join our team in Model Risk Management. In this role, you will be responsible for ensuring the effectiveness of our models and supporting risk measurement, investment strategy development, asset liability management, and regulatory reporting.Main...

  • AVP Model Risk

    3 days ago

    Toronto, Ontario, Canada Peoples Group Full time

    Peoples Group is a boutique Financial Institution with offices located in Vancouver, Calgary, Toronto, and Montreal that has been in the Canadian marketplace for over 35 years. Our mission is to exceed our customers' expectations by providing exceptional customer service backed by extensive product knowledge and experience.Our culture here at Peoples Group...

Quantitative Risk Model Developer

1 week ago

Toronto, Ontario, Canada Scotiabank Full time

About the Role

\

In this role, you will be responsible for developing methodologies to accurately measure ALM risk in the banking book.

\

You will work closely with the team to develop high-profile models that receive significant attention from senior management and provide key inputs for managing interest rate risk.

\

Key Responsibilities

\

1. Develop robust ALM risk models for structural interest rate risk (SIRR) in the banking book, customer behaviour, macroeconomic factors, and internal capital models.

\

2. Assist team members with various ad-hoc analyses, model development, documentation, reporting, and preparation of reports.

\

3. Develop new models and enhance existing ones, typically in Python, and prepare model documentation and implementation.

\

4. Execute model runs on a regular basis for reporting and perform corresponding analyses, following documented protocols.

\

Requirements

\

1. Solid quantitative background and problem-solving skills with a keen interest in Finance, Economics, Derivatives or Retail Products, and Regulations.

\

2. Advanced degree in a mathematics, economics, or scientific discipline, such as Mathematics, Finance, Statistics, Physics, Engineering, Biology, Economics, etc.

\

3. Knowledge of asset liability management and modelling experience in risk management, e.g., experience of structural interest rate risk modelling.

\

4. Python programming is essential; experience in other Object-Oriented programming is a bonus.

\

5. Effective communication and collaboration skills, with the ability to summarize complex ideas in simple terms.