Manager, Market Risk Measurement – Risk Analytics – 18 month contract Job in Toronto, Ontario Canada
Manager, Market Risk Management – Analytics (18 months contract)
The Measurement and Model Development group is responsible for risk and pricing models for a wide variety of traded securities.
Reporting to the Sr. Manager you will be responsible for the development and support of risk and pricing models.
You will quickly gain expertise in interest rate models. In addition, will gain exposure to models of credit and market risk, and will have the opportunity to collaborate with other groups in Risk Management in order to ensure that the collective risk management activities are based on sound principles.
KEY ACCOUNTABILITIES
- Assist with the development of risk and pricing modes
- Contribute to the optimization of data collection and distribution processes
- contribute to ongoing maintenance of the Basel II processes and calculations
QUALIFICATIONS:
Required skills
- Numerical analysis
- Software development experience
- Strong written and verbal presentation skills
- Ability to work independently
Desirable skills
- C++ development experience
- Unix shell scripting
- Derivatives pricing
- Statistical Analysis
EDUCATION AND ACCREDITATION
- Graduate degree in a quantitative discipline such as physics or mathematics; Ph.D. preferred.
OTHER INFORMATION:
Although the position does not require experience in finance, the candidate is expected to achieve mastery of financial theory and to acquire comprehensive knowledge of the full range of financial products and markets. Many of these products are very complex derivatives and are subject to rapid and widespread change and development.
Gobal Risk (GRM) plays a leadership role in establishing the Bank’s risk appetite and strategies – and partners with the Business Lines, Finance, Group Treasury and others to operate within these parameters.
Scotiabank’s approach to risk management is a globally-recognized competitive advantage – which balances sound judgment, effective tools, considerable management input & prudent oversight. GRM’s greatest strength is the expertise and commitment of our people. We are committed to attracting, developing & rewarding a diverse group of high-performing employees.
The Scotiabank Group is an equal opportunity employer and welcomes applications from all interested parties. We thank you for your interest, however, only those candidates selected for an interview will be contacted. No agencies please.
If interested, please apply online at http://track.tmpservice.com/ApplyClick.aspx?id=1261553-1848-6330
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