Senior ALM Risk Modelling Lead

Scotiabank

Toronto

On-site

CAD 110,000 - 150,000

Full time

14 days+

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Benefits offered by this job

Annual bonus

Flexible vacation

Personal and sick days

Comprehensive benefits

Job summary

Scotiabank is seeking a quantitative modeller to take ownership of balance sheet risk modelling. You will build models from data, calibrate using historical and exogenous inputs, and collaborate with business units to understand behavioural components.

You will present analyses to senior management and design code following best practices to ensure efficient and maintainable models. The role emphasizes strong mathematical and statistical foundations, a software engineering mindset, and

Qualifications

Experience building a statistical or mathematical model.
Ability to distill complex ideas for decision making.
Knowledge of finance concepts such as interest rate risk, ALM or derivatives pricing is a bonus.

Responsibilities

Take a balance sheet position and model it from start to finish using historical and exogenous data.
Liaise with business counterparts to understand behavioural components and risk to support model development.
Present model analysis and proposals to stakeholders and senior management.
Design and code models following software best practices to ensure efficient use of computing resources and maintainability.