Manager, CCR Capital Analytics, Market Risk Measurement
4 weeks ago
Requisition ID: 200379
Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.
Purpose of Job:
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:
Report CCR and CVA capital timely with quality on a periodic basis
Collaborate with front-office, technology, and all users to assist investigations.
Monitor and escalate any issues impact on the CCR/CVA capital value.
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 understanding CCR/CVA capital calculation.
Perform detailed quantitative and technical review capital process, 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 understanding 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.
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Old Toronto, Ontario, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Title: Manager, CCR Capital Analytics, Market Risk Measurement (6 Months...
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Toronto, Ontario, Canada Scotiabank Full timeRequisition ID: 200379 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Purpose of Job: 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...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Title: Manager, CCR Capital Analytics, Market Risk...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Title: Manager, CCR Capital Analytics, Market Risk...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Title: Manager, CCR Capital Analytics, Market Risk...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Title: Manager, CCR Capital Analytics, Market Risk...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Title: Manager, CCR Capital Analytics, Market Risk...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Title: Manager, CCR Capital Analytics, Market Risk...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Title: Manager, CCR Capital Analytics, Market Risk...
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Toronto, Canada Scotiabank Full timeRequisition ID: 200379Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Purpose of Job: 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...
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Toronto, Canada Scotiabank Full timeRequisition ID: 200379Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Purpose of Job: 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...
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Toronto, Canada Scotiabank Full timeRequisition ID: 193457Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Excited about creating a safer financial world by using your mathematical/analytical/modelling skills and finance/risk knowledge to solve complex problems and developing sophisticated risk measurement processes? As the Market...
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Toronto, Canada Scotiabank Full timeRequisition ID: 193457Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Excited about creating a safer financial world by using your mathematical/analytical/modelling skills and finance/risk knowledge to solve complex problems and developing sophisticated risk measurement processes? As the Market...
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Toronto, Ontario, Canada Scotiabank Full timeRequisition ID: 193457Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Excited about creating a safer financial world by using your mathematical/analytical/modelling skills and finance/risk knowledge to solve complex problems and developing sophisticated risk measurement processes? As the Market Risk...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Title: Senior Manager, Counterparty Credit Risk Measurement, Market Risk Measurement Requisition ID: 193457Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Excited about creating a safer...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Title: Senior Manager, Counterparty Credit Risk Measurement, Market Risk Measurement Requisition ID: 193457Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Excited about creating a safer financial...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Title: Senior Manager, Counterparty Credit Risk Measurement, Market Risk Measurement Requisition ID: 193457Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Excited about creating a safer financial...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Title: Senior Manager, Counterparty Credit Risk Measurement, Market Risk Measurement Requisition ID: 193457Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Excited about creating a safer financial...
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Old Toronto, Canada Scotiabank Full timePress Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Title: Senior Manager, Counterparty Credit Risk Measurement, Market Risk Measurement Requisition ID: 193457Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Excited about creating a safer financial...
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Toronto, Canada Scotiabank Full timeIs this role right for you? Do you relish to apply your mathematical and modelling skills to solve important and practical problems? Do you want to be part of the exciting endeavour of building out the next generation market risk framework to make a safer financial world? This role is ideal for a person with a few years experience in quantitative modeling...
