Job Description
Elevate your career as a Market Risk Model Development Manager at Scotiabank in Toronto. Utilize your quantitative skills to innovate risk methodologies and enhance financial practices.
This managerial role focuses on leading market risk model development within Scotiabank's MRMD team. Candidates will engage in significant projects such as Value at Risk (VaR) and the Fundamental Review of the Trading Book (FRTB). Collaborating with quantitative analysts and data scientists, you'll apply your analytical skills to improve current products and drive risk measurement initiatives.
Key Responsibilities:
• Develop and refine market risk models for products
• Enhance methodologies for effective risk measurement
• Execute regular model runs for detailed reporting
• Facilitate communication with trading and risk teams
• Participate in diversity and inclusion initiatives
Requirements:
• Advanced degree in Mathematics or Finance
• Proficient coding skills in Python or...
This managerial role focuses on leading market risk model development within Scotiabank's MRMD team. Candidates will engage in significant projects such as Value at Risk (VaR) and the Fundamental Review of the Trading Book (FRTB). Collaborating with quantitative analysts and data scientists, you'll apply your analytical skills to improve current products and drive risk measurement initiatives.
Key Responsibilities:
• Develop and refine market risk models for products
• Enhance methodologies for effective risk measurement
• Execute regular model runs for detailed reporting
• Facilitate communication with trading and risk teams
• Participate in diversity and inclusion initiatives
Requirements:
• Advanced degree in Mathematics or Finance
• Proficient coding skills in Python or...