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Title:  Manager, Exposure and Capital Analytics

 

 

 

Requisition ID: 167983

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

 

Job Summary:

 

As part of Scotiabank Global Risk Management, the Exposure and Capital Analysis - Market Risk group is at the forefront of managing the Bank's market risk capital and stress testing program in response to current regulatory & market changes and risk management initiatives. The group is responsible for the analysis of market risk exposure, primarily through Value at Risk, for the full suite of capital markets products.

 

The incumbent will ensure that market risk exposure is accurately measured by the Bank's market risk model and explained by the market movement and trading strategies. In addition, the incumbent will also participate in the project of implementing FRTB-SA (Fundamental Review of Trading Book – Standardized Approach), where he/she will work with different teams to implement the standard and check parallel run results.

 

This role is ideal for a person with finance or quantitative background and proven interest in market risk management. This is the opportunity to join a tightly collaborative team and build a career in risk management with immense support for personal and career development.

 

Key Accountabilities:

 

  • Work with different groups for the implementation of FRTB-SA
  • Support daily market risk monitoring for one business line by using analytics to understand and effectively communicate the key drivers of various risk metrics to relevant stakeholders in risk and the front office, including the Bank's Senior Management
  • Responsible for any daily report and monthly/quarterly regulatory reporting

 

Required skills:

 

  • Knowledge of capital market, market risk, VaR, financial derivatives, and regulatory requirements
  • Maintain curiosity and be self-driven to find answers to questions through independent research and/or discussion with peers
  • Excellent communication skill
  • Detail oriented
  • Working experiences on programming using Python and Unix Bash script is an asset

 

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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