ALM & FX Strategy Lead — Risk, Hedging & Reporting

Scotiabank; Toronto; On-site; CAD 90,000 - 120,000; Full time

Job summary

A leading bank in the Americas is seeking an Associate Director for Asset Liability Management and FX Strategy in Toronto. The role involves developing a comprehensive framework for interest rate and FX risk management, alongside collaboration with various stakeholders in Finance and Reporting. Candidates should have a Master’s/PhD in relevant fields and over 5 years of experience in Asset Liability Management. The role offers competitive compensation and a culture focused on inclusion and development.

Benefits

Performance bonus

Employee Share Ownership Program

Pension Plan Matching

Health Benefits from day one

Career development opportunities

Qualifications

• 5+ years of experience in Asset Liability Management, Financial Analysis, or Market Risk.
• Deep understanding of banking book products and interest rate derivatives.
• Excellent verbal and written communication skills.

Responsibilities

• Enhance the Bank’s structural interest rate risk management framework.
• Develop FX hedging strategies and maintain reporting models.
• Collaborate with multiple stakeholders in Finance & capital management.

Skills

Finance or Economics knowledge

Data management proficiency

Analytical skills

Communication skills

Education

Masters/PhD in Finance, Business, Engineering, Applied Mathematics, Computer Science, or Economics

Tools

Excel (VBA)

Bloomberg

Python

MATLAB

SQL

Job description

A leading bank in the Americas is seeking an Associate Director for Asset Liability Management and FX Strategy in Toronto. The role involves developing a comprehensive framework for interest rate and FX risk management, alongside collaboration with various stakeholders in Finance and Reporting. Candidates should have a Master’s/PhD in relevant fields and over 5 years of experience in Asset Liability Management. The role offers competitive compensation and a culture focused on inclusion and development.