Toronto Employment Platform

Manager, Exposure and Capital Analytics

Requisition ID: 100995Join the Global Community of Scotiabankers to help customers become better off.


As part of Scotiabank Global Risk Management, the Exposure and Capital Analysis – Market Risk group is at the forefront of managing the Bank’s market risk capital and stress testing program in response to current regulatory & market changes and risk management initiatives. The group is responsible for the analysis of market risk exposure, primarily through Value at Risk, for the full suite of capital markets products.


You will ensure that market risk exposure is accurately measured by the Bank’s market risk model and explained by the market movement and trading strategies. In addition, you will also frequently participate in the project of implementing FRTB (Fundamental Review of Trading Book), the next generation of market risk capital rule.


What you’ll do in this role?

Responsible for using analytics to understand and communicate effectively the key drivers of market risk capital and stress testing to relevant stakeholders in risk and the front office, including the Bank’s Senior Management
Support daily market risk monitoring for one business line
Develop scripts and analytics for the implementation of FRTB
Coordinate and liaise with different groups to facilitate the implementation of FRTB

What we’re looking for?

Extensive knowledge of capital market, market risk, Value at Risk (VaR), financial derivatives, and regulatory requirements
Detail oriented
Excellent communication skill
Working experiences on programming using Python and Unix Bash script
Maintain curiosity and be self-driven to find answers to questions through independent research and/or discussion with peers

This role is located downtown, Toronto

Location(s):  Canada : Ontario : Toronto 

As Canada’s International Bank, we are a diverse and global team. We speak more than 100 languages with backgrounds from more than 120 countries. Our employees are committed to a superior customer experience and use the Bank’s six guiding sales practice principles to ensure they act with honesty and integrity.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 click here. 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.

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