Manager, Exposure and Capital Analysis (Contract) - Jobs in Toronto, ON

Job Description

Requisition ID: 117827Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.As part of Scotiabank Global Risk Management, the Exposure and Capital Analysis - Market Risk group is at the forefront of managing the Banks 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 be focus on implementing the next generation of market risk capital rule (Fundamental Review of Trading Book - FRTB), especially items related to banking book / trading book boundary. In addition, the incumbent will also contribute to the daily operation, so he/she can better understand the bank’s market risk model, the portfolio structure, the market movement and trading strategies.Key Accountabilities:Work with different teams to make sure that the boundary of trading book (TB) / banking book (BB) follows FRTB requirementDrive the system enhancement required by FRTB TB/BB boundary implementationSupport daily market risk monitoring for one business line, and take the responsibility for using analytics to understand and communicate effectively the key drivers of market risk for that business lineDevelop tools for the implementation of FRTB-SAAnalyze FRTB test run resultsWhat were looking forExtensive knowledge of capital market, market risk, Value at Risk (VaR), financial derivatives, regulatory requirementsKnowledge on FRTB, especially materials on BB/TB boundary and standardized approachDetail orientedExcellent communication skillMaintain curiosity and be self-driven to answers questions through independent research and/or discussion with peersWorking experiences on coding using Python and Unix Bash script is an assetThis position is located in TorontoLocation(s): Canada : Ontario : TorontoScotiabank 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.Quick Apply

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