About the Role
The role is for an Associate Director within the Global Analytics and Financial Engineering team, supporting the London Equity Derivatives trading desk. The team develops and maintains derivatives valuation models and analytics crucial for pricing, hedging, risk management, trading limits, and capital calculations, directly impacting the competitiveness and profitability of the Global Banking and Markets division.
Responsibilities
- Support the London Equity Derivatives trading desk, working closely with teams in Toronto and New York.
- Develop derivatives valuation models and analytics for global use.
- Provide analytics for pricing, hedging, risk management, trading limits, and capital calculations.
- Support the Trading desk on a daily basis.
- Address various production issues.
Requirements
- Experience in Equity Derivatives and Structured Notes, including valuation models.
- Robust programming skills in Python, Java, or C++.
- Background in finite difference methods and Monte Carlo simulation.
- Strong communication and interpersonal skills, with the ability to work effectively in a team environment.
- Aptitude to thrive in a fast-paced environment with changing priorities.
Skills
- Python
- Java
- C++
- Equity Derivatives
- Structured Notes
- Valuation Models
- Finite Difference Methods
- Monte Carlo Simulation
Location
- London, England, UK
Work Type
- Full-time
Experience Level
- Associate Director
Education Level
- PhD or MSc/MFE in Mathematics, Computer Science, Software Engineering, Physics, or a related quantitative discipline
About the Company
- 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.
Equal Opportunity
- 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.
