Manager Market Risk Analytics

Scotiabank


Job Summary

The Manager Market Risk Analytics is responsible be conceptualizing, developing, and deploying value-added analytical tools and data visualization solutions to support treasury activities around, liquidity management and balance sheet management for Scotiabank entities in the English Caribbean Region (ECR) 

MAJOR ACCOUNTABILITIES

  • Provide data analytics, data parsing and mapping and develop automated control around data accuracy and limit controls
  • Maintain regular dialogue with business lines and control functions with respect to financial market developments and risk matters, including changes in risk profile and P&L drivers
  • Facilitate effective risk-reward decisions by providing an informed and independent opinion on new business initiatives including calibrating risk limits in alignment with the Bank’s risk appetite framework
  • Distilling periodic risk/market information into highlights, ensuring material issues are timely communicated to stakeholders such as management/ALCO/Board
  • Conceptualize, develop, and deploy value-added limit reports, analytical tools and data visualization solutions to support risk/treasury activities
  • Identify and assess market risks in the covered businesses and ensure consistency with the Bank’s risk appetite and approved business mandate
  • Support the development and review of internal/regulatory requirements
  • Support the English Caribbean in the development of individual unit risk management framework and Liquidity Risk Management 
  • Collaborate with local and international teams with the modeling of balance sheet interest rate, FX, and liquidity risks, including, but not limited to optionality (i.e., mortgages and term deposits), non-maturity products

 

The ideal candidate should possess: 

  • Strong technical knowledge in programming languages and data management software, eg Python, R, SQL and VBA. Technical knowledge & working experience in data visualization tools (i.e., Tableau, Power BI)
  • Knowledge of market risk management processes and metrics; product valuation
  • Understanding of Financial Markets, risk analysis and financial product valuation
  • Strong collaborator with excellent communication skills
  • Resourceful and able to work within tight deadlines
  • Strong Technological skills, including Microsoft Office

QUALIFICATION & EXPERIENCE

  • Quantitative Undergraduate (e.g., Mathematics, Statistics, Engineering, Computer Science) with a master’s degree (e.g., MBA, Finance, Management Analytics)
  • CFA/ASA/FRM certifications are an asset

Kindly put the job title in the subject line when applying.

 

Your comprehensive resume should be received no later than Thursday, September 16, 2021

  • Seniority level


    Mid-Senior level

  • Employment type


    Full-time

  • Job function


    Strategy/Planning, Analyst, and Finance

  • Industries


    Banking and Financial Services


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