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Quantitative Risk Modeler

1 week 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 CCR measures. You'll work closely with stakeholders in IT to promote models into production and ensure correct use of models.

The successful candidate will have a solid quantitative background and problem-solving skills, with a keen interest in Finance, Economics, Derivatives, Risk management, and Regulations. A degree in mathematics, economics, or scientific discipline is essential, with experience in Python programming and working in Unix/Linux Environments being crucial.

You'll collaborate with model users, trading desks, trade floor risk management, and business lines to enhance models and drive model implementation forward.

Key responsibilities:

  • Design and implement algorithms and models for the CCR Monte Carlo engine
  • Operate complex processes in Unix/Linux Environments for computations of CCR measures
  • Communicate with model users, trading desks, trade floor risk management, and business lines

What we offer:

  • A rewarding career path with diverse opportunities for professional development
  • A competitive compensation and benefits package
  • An inclusive and collaborative working environment that encourages creativity and curiosity