Quantitative Derivatives Analyst – Commodities/FX

Scotiabank; New York (NY); Vor Ort; USD 155.000 - 185.000; Vollzeit

Zusammenfassung

Scotiabank in New York is seeking a quantitative professional to develop valuation models for commodity and FX derivatives and to deliver robust analytics for pricing, hedging, and P&L attribution.

The role collaborates with risk, audit, product control and technology teams, staying current with modeling advances while ensuring strong controls and compliance in a fast-paced wall-street environment.

Qualifikationen

• PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, Physics or other quantitative areas.
• 1-4+ years’ experience in Commodity/FX derivatives and their valuation models.
• Solid background in PDE, Monte‑Carlo and stochastic calculus.
• Strong programming skills in C++, C++11 or higher version; experience with Python/Scala.
• Very good communication and interpersonal skills and a team player.
• Ability to work well in a fast-paced environment with changing priorities.

Aufgaben

• Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems and knowledge.
• Develops valuation models for Commodity and FX derivatives, and ensures the theoretical soundness, the numerical accuracy, and the implementation correctness of these models
• Develops robust, reliable and user friendly front office analytics for pricing, hedging, risk management and P&L attribution for both intraday and end of day
• Provides daily and on demand quantitative support to the business in a timely manner related to valuation, risks, PnL attribution, hedging and so on
• Provides subject matter expertise to model stakeholders such as the business, risk management, audit, product control and technology groups during and post of the model implementation
• Forms a close partnership with the business to deliver models and analytics to production from end to end with limited supervision
• Keep oneself current on the advancements of models and related technology, and proactively introduces these advancements into the bank.
• Understands how the Bank’s risk appetite and risk culture should be considered in day‑to‑day activities and decisions.
• Actively pursues effective and efficient operations of his/her respective areas, while ensuring the adequacy, adherence to and effectiveness of day‑to‑day business controls to meet obligations with respect to operational risk, regulatory compliance risk, AML/ATF risk and conduct risk, including but not limited to responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk Management Framework, AML/ATF Global Handbook and the Guidelines for Business Conduct.
• Champions a high performance environment and contributes to an inclusive work environment.

Kenntnisse

C++

Python

Scala

Communication

Teamwork

Ausbildung

PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, Physics or other quantitative areas

Tools

C++11 or higher

Python

Scala

Jobbeschreibung

Scotiabank in New York is seeking a quantitative professional to develop valuation models for commodity and FX derivatives and to deliver robust analytics for pricing, hedging, and P&L attribution.

The role collaborates with risk, audit, product control and technology teams, staying current with modeling advances while ensuring strong controls and compliance in a fast-paced wall-street environment.