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Title:  Director




Requisition ID: 134562

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


Director GAFE Equity



Contributes to the overall success of the Global Analytics and Financial Engineering ensuring specific individual goals, plans, initiatives are executed / delivered in support of the team’s business strategies and objectives.  Ensures all activities conducted are compliant with governing regulations, internal policies and procedures.



  • Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems and knowledge.
  • Develops valuation and risk models for Equity Derivatives products, and ensures their theoretical soundness, the numerical accuracy, and the implementation feasibility. In particular, the candidate should be proficient in understanding advanced stochastic processes and developing numerical solutions required for assessing value and risk of complex, path dependent products (for example: stochastic equity volatility, hybrid rates and equity models and similar).
  • Develops robust and reliable front office analytics for trade prospecting, pricing, hedging, risk management and P/L attribution for products and portfolios in the context of end of day reporting as well as for intraday risk management purposes.


  • Provides daily and on demand quantitative solutions to the business in a timely manner related to valuation, risks, P/L attribution, hedging and similar
  • Provides subject matter expertise to model stakeholders such as the business, risk management, audit, product control and technology groups during and post of the model implementation
  • Forms a close partnership with the business in order to deploy models and products and guide front-to-back implementation solutions.
  • Understands how the Bank’s risk appetite and risk culture should be considered in day-to-day activities and decisions.
  • Actively pursues effective and efficient operations of his/her respective areas, while ensuring the adequacy, adherence to and effectiveness of day-to-day business controls to meet obligations with respect to operational risk, regulatory compliance risk, AML/ATF risk and conduct risk, including but not limited to responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk Management Framework, AML/ATF Global Handbook and the Guidelines for Business Conduct.
  • Champions a high-performance environment and contributes to an inclusive work environment.



  • Master or PhD in a quantitative discipline
  • 5+ years of experience with development of advanced equity derivatives models and numerical methods
  • Strong skills  with C++ and Python
  • Experience with modeling and calibration of market data
  • Knowledge of equity derivatives products
  • Good communication skills


Location(s):  United States : New York : New York City 

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.

Nearest Major Market: New York City

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