Senior QIS Strategist & Index Analytics Lead — NY

Scotiabank; New York (NY); On-site; USD 191,000 - 259,000; Full time

Job summary

Scotiabank is seeking an Associate Director, QIS Strategist in New York, NY to lead quantitative index back-testing, risk analysis, and production of QIS strategies. The role requires deep experience in derivatives, strong programming skills, and collaboration with trading and research teams.

You will design frameworks, develop libraries, integrate market data, and deliver dashboards to support front-office analytics and risk management. This is a high-impact, data-driven role within GBM.

Qualifications

• PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, Physics or other quantitative areas.
• 8+ years’ experience in Commodity/Equity derivatives and Index products and their valuation models
• Strong programming skills in Python, Java, SQL. Familiarity with C++ a plus
• Familiarity with Windows and Linux platforms
• Very good communication and interpersonal skills and a team player
• Ability to work well in a fast-paced environment with changing priorities

Responsibilities

• Design and maintain a cross-asset index back-testing framework.
• Develop quantitative libraries and services for index construction, rebalancing, and risk analysis.
• Collaborate with Structuring, Trading, and Research to implement systematic investment strategies.
• Create analytical tools for portfolio construction, factor analysis, scenario analysis and risk management.
• Design automated workflows for trade decomposition, hedge generation, and monitoring of QIS products.
• Integrate market data sources and pricing services for strategy research.
• Develop dashboards and monitoring tools for production processes and data quality controls.
• Collaborate with technology teams to deliver scalable, production-grade solutions.
• Provide quantitative support to stakeholders across Trading, Risk Management, Product Control, Audit, and Technology.
• Champions a customer focused culture to deepen client relationships.

Skills

Python

Java

SQL

C++

Education

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

Tools

Windows

Linux

Job description

Scotiabank is seeking an Associate Director, QIS Strategist in New York, NY to lead quantitative index back-testing, risk analysis, and production of QIS strategies. The role requires deep experience in derivatives, strong programming skills, and collaboration with trading and research teams.

You will design frameworks, develop libraries, integrate market data, and deliver dashboards to support front-office analytics and risk management. This is a high-impact, data-driven role within GBM.