Manager, Capital Analytics & Internal Models

Overview

Title:

Manager, Capital Analytics & Internal Models

Requisition

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

As Manager, Capital Management, you will be a key part of the team who is responsible for the measurement and reporting of the Bank’s regulatory and internal capital requirements. The current primary responsibilities include quarterly production of the Bank’s internal credit risk and concentration risk capital results as well as maintaining and improving the Bank’s current model and data methodologies and operational processes.

The manager will also work with other team members to manage and improve an interactive capital reporting tool (Power BI).

• Working with other team members and technology partners, manage the production of bank’s internal credit risk and concentration risk capital results.
• Support the development, maintenance, and enhancement of credit risk and capital reporting
• Extract, clean, and analyze data using SQL and Python
• Review and update parameters used in the Bank’s internal models for credit risk and concentration risk.
• Assist with risk analytics, monitoring, and management reporting
• Help improve data quality, controls, and data management processes
• Build dashboards, visualizations, and other tools to communicate risk insights effectively
• Collaborate with stakeholders across risk, finance, and technology teams
• Analyze capital results by product, portfolio and business lines and identify the risk drivers.
• Develop/maintain ICAAP methodologies and update documentations
• Develop/maintain capital reporting and analytical tools (e.g. Power BI) in support for business lines’ profitability planning and review activities.

• Bachelor degree (in progress) in a quantitative subject such as Math, Science, Engineering, Finance or Economics is required. Advanced degree is strongly preferred.
• Superior critical thinking ability and the ability to work under tight timelines.
• Strong verbal and written communication skills and proven problem-solving skills required.
• Knowledge in regulatory /economic capital, credit risk metrics, and quantitative finance is highly desired.
• Knowledge and experience (2+ years) in data analytics, machine learning, and Artificial intelligence is desired. Strong programming skills in Power BI, SQL, Python or R are desired.
• Completion or progression in the CFA and FRM programs are assets.
• Demonstrated accountability.

• The opportunity to join a forward-thinking company surrounded by a collaborative team of innovative thinkers.
• A rewarding career path with diverse opportunities for professional development.
• Internal development to support your growth and enhance your skills.
• A competitive compensation and benefits package.
• An organization committed to making a difference in our communities– for you and our customers.
• We have an inclusive and collaborative working environment that encourages creativity, curiosity, and celebrates success!

Location(s):
Canada :
Ontario :
Toronto

Scotiabank is a leading bank in the Americas. Guided by our purpose: "for every future", we help our customers, their families and their communities achieve success through a broad range of advice, products and services, including personal and commercial banking, wealth management and private banking, corporate and investment banking, and capital markets.

At Scotiabank, we value the unique skills and experiences each individual brings to the Bank, and are committed to creating and maintaining an inclusive and accessible environment for everyone. If you require accommodation (including, but not limited to, an accessible interview site, alternate format documents, ASL Interpreter, or Assistive Technology) during the recruitment and selection process, please let our Recruitment team know.

If you require technical assistance, please  . Candidates must apply directly online to be considered for this role. We thank all applicants for their interest in a career at Scotiabank; however, only those candidates who are selected for an interview will be contacted.