Associate QIS Strategist: Quantitative Index & Analytics

Scotiabank; New York (NY); On-site; USD 150,000 - 190,000; Full time

Job summary

Scotiabank's Global Banking and Markets seeks an Associate, QIS Strategist in New York, NY. You will contribute to the FICC Index team and the Global Analytics and Financial Engineering group, developing back-testing platforms, calculation engines, and portfolio analytics to support index construction and risk management.

You will collaborate with trading, research and technology to deploy scalable solutions, provide quantitative support, and deliver front-office analytics for pricing, hedging

Qualifications

• PhD or master's in mathematics, computer science, physics or other quantitative areas.
• 4+ years' experience in commodity/equity derivatives and index products and their valuation models.
• Strong programming skills in Python, Java, SQL; familiarity with C++ is a plus.
• Familiarity with Windows and Linux platforms.

Responsibilities

• Develop and maintain components of a cross-asset index back-testing and simulation platform.
• Contribute to the enhancement of the QIS Index platform with calculation engines, portfolio analytics, risk reporting and performance attribution tools.
• Assist in developing quantitative libraries and services for index construction, rebalancing, and strategy evaluation.
• Collaborate with Structuring, Trading, Research and Technology to implement and deploy systematic investment strategies.
• Build analytical tools to support portfolio construction, factor analysis, scenario analysis, stress testing and risk management.
• Create monitoring dashboards and data quality controls for production processes.

Skills

Communication skills

Team player

Fast-paced environment

Education

PhD or Master's in quantitative field

Tools

Python

Java

SQL

C++

Windows

Linux

Job description

Scotiabank's Global Banking and Markets seeks an Associate, QIS Strategist in New York, NY. You will contribute to the FICC Index team and the Global Analytics and Financial Engineering group, developing back-testing platforms, calculation engines, and portfolio analytics to support index construction and risk management.

You will collaborate with trading, research and technology to deploy scalable solutions, provide quantitative support, and deliver front-office analytics for pricing, hedging