Job Description & How to Apply Below
Title:
Senior Manager, CCR Capital Analytics
Requisition
Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.
The CCR Capital Analytics team specializes in Counter party Credit Default Risk and Credit Value Adjustment (CVA) capital, encompassing methodology, implementation, reporting, analytics and governance. The incumbent will support the development and ongoing maintenance of the Bank’s CCR capital system and will be responsible for producing key reports and conducting related analysis. We are seeking individuals who can help advance large-scale initiatives by working collaboratively with a diverse team of quants, data scientists, and developers, while engaging and collaborating effectively with key stakeholders across Scotiabank.
Is this role right for you? In this role, you will:
Lead the CCR (OTC/SFT) and CVA capital initiatives, including proactive monitoring, escalating, and resolving issues impacting capital values, while partnering effectively with key stakeholders across organizations.
Interpretation and implementation of regulatory requirements across capital processes, reporting, controls, and stakeholder communication. Maintain up-to-date knowledge of regulatory guidance on CCR and CVA capital, actively participate in the CBA meetings, and ensure alignment and full compliance across all related activities
Conduct quantitative and technical reviews of the capital processes, including implementation and enhancement of end-to-end workflows, applying statistical/mathematical tests, developing new techniques, and coding to assess model performance- while ensuring compliance with internal policies and regulatory requirements
Report CCR and CVA capital timely with quality, ensuring completeness, accuracy, and consistency
Deliver ad-hoc capital analysis and collaborate with business lines and financial key stakeholders to support understanding of CCR/CVA) capital calculations. Develop and implement Power BI analytics dashboards for CCR/CVA capital reporting, enabling drill-down analysis and key driver identifications to support capital efficiency management
Collaborate with front office, technology, and users to support investigations and resolutions
Develop and automate control processes to proactively identify data challenges affecting accuracy of CCR/CVA capital;
Collaborate with data governance to drive resolution.
Provide direct support to resolve audit and regulatory issues, and actively respond to ad hoc requests from senior management and regulators
Do you have the skills that will enable you to succeed in this role? - We'd love to work with you if you have:
Industry certification (e.g. CFA, FRM) are an asset
Working knowledge of derivative pricing models, CCR default capital (IMM & SA-CCR), CVA modeling, CVA capital (SA-CVA, BA-CVA), and market data, with a minimum of 3 years of relevant experience.
Familiar with various trading products, including interest rate, foreign exchange, credit derivatives, equities, commodities, and securities financing transactions
Excellent written, verbal and presentation skills to effectively advise and communicate with diverse stakeholders
Sound understanding of modeling techniques and ability to conduct various statistical and technical tests.
Proficient in SQL, Python, Unix bash scripting; familiar with Git and Docker/Bitbucket. Knowledge of databases and BI tools (especially MS Power BI) is an asset.
Strong ability to manage multiple priorities efficiently, with attention to detail and the ability to work independently or collaboratively. Skilled in building consensus across teams.
What’s in it for you?
An inclusive & collaborative working environment that encourages creativity, curiosity, and celebrates success!
We offer a competitive rewards package:
Performance bonus, Employee Share Ownership Program, and Pension Plan Matching, Health Benefits from day one!
Your career matters! You will have access to career development and progression opportunities.
Location(s):
Canada…
Position Requirements
10+ Years
work experience
To View & Apply for jobs on this site that accept applications from your location or country, tap the button below to make a Search.
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).
Search for further Jobs Here:
×