Market Risk Measurement Senior Manager

4 weeks ago


Toronto, Ontario, Canada Scotiabank Full time

Requisition ID: 203641

Scotiabank's Global Risk Management team is seeking a Senior Manager, Market Risk Measurement to join our Counterparty Credit Risk (CCR) Capital analytics team. As a key member of this team, you will be responsible for delivering reporting, analytics, and insights to the Bank's non-retail business lines.

Key Responsibilities:

  • Assist the director in developing the overall work plan for CCR (OTC and SFT) and CVA capital process, including monitoring and addressing any issues that impact 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 the accuracy of CCR/CVA capital, and collaborate with data governance teams to drive CCR data issues resolution.
  • Develop and implement analytics dashboards through the Power BI framework for CCR/CVA capital reporting and drilldown investigation tools for the capital values.
  • Assist business lines in any ad-hoc/one-off capital analysis and in comprehending CCR/CVA capital calculation.
  • Perform detailed quantitative and technical reviews of capital processes with minor guidance, including responsibility for creating the end-to-end capital process, researching 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 assistance to resolve outstanding audit and regulatory issues and to respond to ad-hoc senior management and regulatory requests.

Requirements:

  • Advanced degree in Mathematics, Statistics, Econometrics, Physics, Computer Science, Financial Mathematics, or Financial Engineering (Master or above, Ph.D. preferred).
  • Knowledge of derivative pricing model theory, counterparty credit risk modeling, market data, and experience in modeling, including valuation and capital models, or counterparty credit risk modeling.
  • Familiarity with various trading products, including IR, FX, Equity, Commodity, and SFT.
  • Excellent written and presentation skills to provide advice and explanation to various users.
  • Sound comprehension of various modeling techniques and comfort conducting various tests.
  • Proficient computing skills in SQL, Python, and 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.

  • Senior Risk Advisor

    4 weeks ago


    Toronto, Ontario, Canada IA Financial Group Full time

    About the RoleThe Senior Risk Advisor will be responsible for developing and implementing the credit risk management framework. This includes overseeing credit underwriting and adjudication processes. The Senior Risk Advisor will collaborate with various stakeholders to develop and implement analytics that support the measurement, analysis, and research of...

  • Senior Risk Advisor

    3 weeks ago


    Toronto, Ontario, Canada IA Financial Group Full time

    Job SummaryThe Senior Risk Advisor, Credit Risk Oversight, will be responsible for developing, implementing, and maintaining the credit risk management framework. This role includes overseeing credit underwriting and adjudication processes. The Senior Risk Advisor will collaborate with various stakeholders across the organization to develop and implement...


  • Toronto, Ontario, Canada KPMG-Canada Full time

    OverviewKPMG in Canada is seeking a Senior Marketing Manager to lead the development, management, and implementation of key global Risk and Cyber Security marketing campaigns. This role will work closely with the Risk and Cyber Security leadership team, regional and national marketing managers, and other functions within the Global Resource Centre.The...


  • Toronto, Ontario, Canada Validus Risk Management Full time

    Job Title: Digital Marketing AssociateValidus Risk Management is seeking a skilled and driven Digital Marketing Associate to play a key role in driving business growth across North America and Europe. In this position, you will develop and manage digital campaigns and build a robust client acquisition engine to support future growth.Key...


  • Toronto, Ontario, Canada BMO Full time

    Job SummaryBMO is seeking a highly skilled Market Risk Governance Specialist to join our team. As a key member of our risk management team, you will be responsible for providing second-line oversight and challenge on Balance Sheet Management (BSM) activities and structural FX (SFX) exposures and strategies.Key ResponsibilitiesEstablish and maintain...


  • Toronto, Ontario, Canada Sia Partners Full time

    Risk Management in Capital MarketsSia Partners is seeking a Senior Consultant to join our Toronto team for a capital markets project. This hybrid role offers the flexibility to work from either our New York or Toronto offices, providing a great opportunity to balance work and personal life.Develop and maintain a deep understanding of liquidity reporting...


  • Toronto, Ontario, Canada BMO Full time

    Job Title: Market Risk Governance SpecialistBMO Financial Group is seeking a highly skilled Market Risk Governance Specialist to join our team. As a key member of our risk management team, you will be responsible for providing second-line oversight and challenge to Balance Sheet Management (BSM) activities and structural FX (SFX) risk.Key...


  • Toronto, Ontario, Canada Desjardins Full time

    Job Title: Senior Advisor, Credit Risk ManagementWe are seeking a highly skilled and experienced Senior Advisor, Credit Risk Management to join our team at Desjardins. As a key member of our Business Services sector, you will play a critical role in identifying, measuring, monitoring, managing, and mitigating credit risk.Key Responsibilities:Advise and...


  • Toronto, Ontario, Canada Royal Bank of Canada Full time

    Job Title: Senior Quantitative Risk Management SpecialistJob Summary:We are seeking a highly skilled Senior Quantitative Risk Management Specialist to join our team at Royal Bank of Canada. As a key member of our risk management group, you will be responsible for the conceptual design, development, implementation, documentation, and maintenance of models...


  • Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    Job OverviewWe are seeking a highly skilled Senior Market Risk Analyst to join our team at The Toronto-Dominion Bank in Canada. As a key member of the Market Risk FRTB team, you will be responsible for providing guidance on market risk analysis and reporting while escalating issues in a timely manner.Key Responsibilities:Support the bank's risk appetite by...

  • Senior Risk Advisor

    4 weeks ago


    Toronto, Ontario, Canada IA Financial Group Full time

    About the RoleThe Senior Risk Advisor, Credit Risk Oversight, will be responsible for developing, implementing, and maintaining the credit risk management framework. This role includes overseeing credit underwriting and adjudication processes. The Senior Risk Advisor will collaborate with various stakeholders across the organization to develop and implement...


  • Toronto, Ontario, Canada Royal Bank of Canada Full time

    Job Title: Senior Risk Model DeveloperJob Summary:We are seeking a highly skilled Senior Risk Model Developer to join our team at Royal Bank of Canada. As a key member of our Risk Management department, you will be responsible for designing, developing, and implementing models used to measure market risk within our risk management frameworks.Key...


  • Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    About the RoleWe are seeking a highly skilled Senior Market Risk Analyst to join our team at The Toronto-Dominion Bank (Canada). As a key member of our Market Risk FRTB team, you will play a critical role in providing guidance and expertise to support the bank's risk appetite.ResponsibilitiesSupport the risk appetite of the bank by providing analysis and...


  • Toronto, Ontario, Canada OP Trust Full time

    About the RoleThe Manager, Private Markets Risk will play a key role in expanding the risk management capabilities of OPTrust in the area of private equity, infrastructure, and real estate investments.The individual will be responsible for developing, implementing, and maintaining Total Fund risk measurement methodologies for investments made by the Private...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job OpportunityThe Enterprise Asset-Liability Management Risk (ALM Risk) team within Enterprise Balance Sheet and Liquidity Risk is RBC's second line of defense in managing Interest Rate Risk originating in the Banking Book (IRRBB). This role supports senior management in developing, implementing, and communicating complex market and derivatives risk...

  • Senior Risk Analyst

    2 weeks ago


    Toronto, Ontario, Canada The Canadian Depository for Securities Limited Full time

    Unlock Opportunities in Capital MarketsThe TMX group of companies, including the Toronto Stock Exchange and Montreal Exchange, is a leading global exchange. We're united as a global team, connecting cross-functionally, and moving opportunity into action. Through a rich exchange of ideas and meaningful collaboration, we're powering critical systems, fueling...


  • Toronto, Ontario, Canada CMHC - SCHL Full time

    About CMHC - SCHLWe're committed to a well-functioning housing system and strive to make a real difference. Our team works collaboratively, connecting with the right people to achieve our goals.At CMHC, we hold ourselves accountable for our results and support each other's achievements. We thrive on flexibility, adapting to business needs and empowering our...


  • Toronto, Ontario, Canada CB Canada Full time

    Risk Management and Analysis ProfessionalCB Canada is seeking a highly skilled Risk Management and Analysis Professional to join our team. As a Risk Management and Analysis Professional, you will be responsible for monitoring the risk management and profit and loss exposures for North American fixed income and derivatives markets.Key...


  • Toronto, Ontario, Canada Equitable Bank Full time

    Key ResponsibilitiesAs a Risk Management Specialist at Equitable Bank, you will be responsible for developing and implementing advanced risk management capabilities under the AIRB approach. This includes:Project-Level Analytics and Reporting (70%): Design and develop analytical reports, conduct thorough testing, and ensure proper requirements and procedures...


  • Toronto, Ontario, Canada CMHC - SCHL Full time

    Company OverviewAt CMHC, we are committed to contributing to a well-functioning housing system. Our team thrives on collaboration and connects across departments to get the job done. We prioritize results and support our colleagues in their achievements.SalaryOur estimated annual salary range for this role is $99646.37 - $124557.97, based on qualifications...