Manager Market Risk Analytics

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