CCR Capital Analytics Manager (CVA/IMM)

Scotiabank; Toronto; On-site; CAD 80,000 - 100,000; Full time

Job summary

A leading financial institution in Toronto seeks a Manager for Counterparty Credit Risk Capital Analytics. This role involves maintaining regulatory knowledge, conducting analyses, and delivering capital reporting. Candidates need strong communication skills and proficiency in SQL and Python. Competitive compensation and benefits are offered, with opportunities for professional growth in a collaborative environment.

Benefits

Professional development opportunities

Competitive compensation and benefits

Collaborative team environment

Qualifications

• Working knowledge of derivative pricing models.
• Proficient in SQL, Python, and Unix bash scripting.
• Strong ability to manage multiple priorities.

Responsibilities

• Maintain up-to-date knowledge of regulatory guidance on CCR and CVA capital.
• Conduct quantitative and technical reviews of capital processes.
• Deliver ad-hoc capital analysis and collaborate with stakeholders.

Skills

Derivative pricing models

CVA modeling

Statistical tests

Communication skills

SQL

Python

Technical analysis

Tools

MS Power BI

Docker

Git

Job description

A leading financial institution in Toronto seeks a Manager for Counterparty Credit Risk Capital Analytics. This role involves maintaining regulatory knowledge, conducting analyses, and delivering capital reporting. Candidates need strong communication skills and proficiency in SQL and Python. Competitive compensation and benefits are offered, with opportunities for professional growth in a collaborative environment.