Trading Risk Manager, LatAm Markets & VaR Oversight

Scotiabank; Toronto; On-site; CAD 80,000 - 120,000; Full time

Job summary

A leading bank in the Americas is seeking a Manager in TFRM Latin America for market risk oversight in capital markets. The role involves collaboration with Trading and Risk Management to ensure effective identification, measurement, and reporting of risks. The ideal candidate will have a strong quantitative background, communication skills, and experience in market risk management processes. Competitive rewards and professional development opportunities are provided.

Benefits

Competitive rewards package

Internal training for professional development

Inclusive and collaborative work environment

Paid vacation and benefits starting from day one

Qualifications

• Strong knowledge of market risk management processes (VaR and Stress Testing).
• Understanding of xVA risk management and Market Risk Capital under FRTB.
• Knowledge in Latin America capital markets is desirable.

Responsibilities

• Maintain regular dialogue with stakeholders regarding financial market developments.
• Facilitate effective risk-reward decisions on new business initiatives.
• Prepare analysis of risk limit reports, VaR, and Stress Testing results.

Skills

Market risk management processes

Fixed income and derivative products knowledge

Quantitative/modeling skills

Communication skills

SQL proficiency

Python programming

Problem-solving skills

Education

Quantitative Undergraduate

Master's degree

CFA

FRM certification

Tools

PowerBI/Tableau

VBA

Job description

A leading bank in the Americas is seeking a Manager in TFRM Latin America for market risk oversight in capital markets. The role involves collaboration with Trading and Risk Management to ensure effective identification, measurement, and reporting of risks. The ideal candidate will have a strong quantitative background, communication skills, and experience in market risk management processes. Competitive rewards and professional development opportunities are provided.