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Senior Manager, Market Risk Model Development

Hospitality Full Benefits Career Growth
Company

Scotiabank

Location

Toronto, Canada

Posted

March 23, 2026

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About This Opportunity

Is this role right for you?

In this role, you will:
  • Take a hands-on role in various high-profile projects that are related to VaR and FRTB.

  • Prototype new approaches and enhance existing methodologies to advance market risk measurements.

  • Develop production level code and collaborate with IT team for integration into daily bank processes

  • Lead team members for various ad-hoc analyses, model development, documentation, reporting, preparation of materials.

  • Execute model runs on a regular basis for reporting and perform corresponding analyses.

  • Communicate with model users, trading desks, risk teams, and business lines to enhance models and ensure correct use of models.

  • Become an active member of the team including our D&I initiatives and communities.

    • Do you have the skills that will enable you to succeed in this role? - We'd love to work with you if you have:

  • Advanced degree in a mathema...