Title:  Associate Director, Quant

Requisition ID: 262972

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

The role is for an Associate Director within the Global Analytics and Financial Engineering team.

Accountabilities

• The successful candidate will support the London Equity Derivatives trading desk, working closely with teams in Toronto and New York.
• GAFE is a critical function within the Bank’s Global Banking and Markets (GBM) division.
• The team develops derivatives valuation models and analytics used globally for pricing, hedging, risk management, trading limits, and capital calculations.
• Furthermore GAFE supports the Trading desk on a daily basis, and addresses various production issues  
• The accuracy and performance of these models, have a direct impact on GBM’s competitiveness and profitability.
• The reliability and robustness of the analytics, enable the business to efficiently assess and hedge risks.

Experience/Education

• PhD or MSc/MFE in Mathematics, Computer Science, Software Engineering, Physics, or a related quantitative discipline
• Experience in Equity Derivatives and Structured Notes, including valuation models
• Robust programming skills. Python, Java, C++  
• Background in finite difference methods, Monte Carlo simulation
• Strong communication and interpersonal skills, with the ability to work effectively in a team environment
• Aptitude to thrive in a fast-paced environment with changing priorities

Location(s):  England : Greater London : London (UK) 

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.