Requisition ID: 7023
Join the Global Community of Scotiabankers to help customers become better off.
Purpose of Job
The Market Risk Measurement (MRM) group at Scotiabank is searching for an individual with a background in quantitative disciplines, an interest in financial industry modelling, and who has demonstrated continuous development of their skills.
The MRM group is responsible for the development and maintenance of a wide range of risk measurement models in the capital markets space, spanning both market and counterparty credit risk. These are core models for the Bank, used to monitor risk, make strategic decisions about future business directions, and to assess capital adequacy.
Within the MRM team, this role will assist in the development of market risk models for regulatory capital, explicitly in the development of Fundamental Review of the Trading book initiative. The candidate will also have the opportunity to develop risk models to support new products and business.
This position is expected to play a key part in implementing the changes required by Basels Fundamental Review of the Trading book over the next few years. The implementation involves in varies modelling and its implementation, as well as capital optimization.
This is a position that requires interaction with a variety of stakeholders including senior management, internal risk teams and trading desks. You will be expected to ensure effective communication and work on a variety of projects concurrently.
- Knowledge of financial products and pricing
- C++ programming and experience with Python (especially numpy, pandas and IPython notebook) would be an asset.
- Strong communication skills
- Experience in market risk or risk management would be an asset
- Ability to make progress on multiple projects concurrently
- Graduate work in a quantitative discipline such as mathematics, statistics, physics, computer science or quantitative finance
Location(s): Canada : Ontario : Toronto
As Canadas International Bank, we are a leader when it comes to inclusion. We are a diverse and global team, speaking more than 100 languages with backgrounds from more than 120 countries. We value the unique skills and experiences each individual brings to the bank, and are committed to creating and maintaining an inclusive and accessible environment for everyone. Candidates selected for an interview will be contacted directly. If you require accommodation during the recruitment and selection process, please let us know. We will work with you to provide as seamless a recruitment experience as possible.
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• Post ID: 86521972 toronto