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Senior Manager, Exposure and Capital Analytics

Toronto, ON
Full Time
6 days ago
Requisition ID: 158996

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

As part of Global Risk Management, Exposure and Capital Analytics delivers reporting, analytics and insights on Counterparty Credit Risk and CVA Capital. The CCR Capital team is focused on Counterparty Credit Risk (CCR). The incumbent will work on development and operations for the bank's Counterparty Credit Risk Capital system.

  • Weekly monitoring of IMM Capital for derivatives and SFTs
  • Provide support to the Capital Management team for quarterly CCR disclosures
  • Conduct studies to monitor IMM methodology
  • Support regression tests for the CCR capital workstream
  • Assist with daily reporting operations.
  • Development of enhancements to the CCR capital workflow

  • Excellent communication skills
  • Quantitative skills (numerical methods, Monte Carlo simulation, machine learning)
  • Experience programming in python or other scripting languages
  • 2 years of work experience in banking or capital markets is preferred
  • Quantitative undergraduate degree (e.g. finance, mathematics, statistics, engineering) plus Masters preferred
  • CFA or FRM designation is a plus

  • Business Casual Attire
  • Flexible Working Hours
  • Close to GO trains, subway and buses

Location(s): Canada : Ontario : Toronto

Scotiabank is a leading bank in the Americas. Guided by our purpose: "for every future", we help our customers, their families and their communities achieve success through a broad range of advice, products and services, including personal and commercial banking, wealth management and private banking, corporate and investment banking, and capital markets.

At Scotiabank, 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. If you require accommodation (including, but not limited to, an accessible interview site, alternate format documents, ASL Interpreter, or Assistive Technology) during the recruitment and selection process, please let our Recruitment team know. If you require technical assistance, please click here . Candidates must apply directly online to be considered for this role. We thank all applicants for their interest in a career at Scotiabank; however, only those candidates who are selected for an interview will be contacted.

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