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About the Role

Contributes to the Global Analytics and Financial Engineering team by executing individual goals and plans to support business strategies. Ensures all activities comply with governing regulations, internal policies, and procedures.

Responsibilities

• Champions a customer-focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge.
• Develops valuation models for Commodity and FX derivatives, ensuring theoretical soundness, numerical accuracy, and implementation correctness.
• Develops robust, reliable, and user-friendly front-office analytics for pricing, hedging, risk management, and P&L attribution.
• Provides daily and on-demand quantitative support to the business for valuation, risks, P&L attribution, and hedging.
• Offers subject matter expertise to model stakeholders, including business, risk management, audit, product control, and technology groups.
• Partners closely with the business to deliver models and analytics to production with limited supervision.
• Stays current on model advancements and related technology, proactively introducing them into the bank.
• Understands how the Bank’s risk appetite and risk culture should be considered in day-to-day activities and decisions.
• Actively pursues effective and efficient operations, ensuring adequacy and adherence to business controls for operational risk, regulatory compliance, AML/ATF, and conduct risk.
• Champions a high-performance environment and contributes to an inclusive work environment.

Requirements

• 1-4+ years’ experience in Commodity/FX derivatives and structured notes products and their valuation models.
• Solid background in PDE, Monte-Carlo, and stochastic calculus.
• Ability to work well in a fast-paced environment with changing priorities.

Skills

• Strong programming skills in C++, C++11 or higher version.
• Experience with other programming languages such as Python/Scala.
• Very good communication and interpersonal skills.
• Team player.

Location

• New York City, New York, United States

Work Type

• Full-time

Experience Level

• 1-4+ years

Education Level

• PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, Physics or other quantitative areas

Salary/Compensations

• 155,000.00 - 185,000.00

About the Company

• Global Banking and Markets (GBM) is a leading Capital Markets and Investment Banking platform with a competitive presence across the Americas, operating globally for over 100 years.
• Scotiabank’s strong US presence provides clients an important bridge to this key global market for trade and investment flows across the Americas and the world.
• Global Banking & Markets provides a full range of investment banking, credit and risk management products and services.
• We are an innovative Global Capital Markets and Investment Banking business with a unique geographic footprint that puts capital to work for our clients across industries.
• 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

• Scotiabank is an equal opportunity employer. We evaluate qualified applicants without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, or any other characteristic protected by federal, state, or local law.