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Risk Analyst/Risk Model Quant
Temporary @Scotiabank posted 1 year ago in Project Management & Business Analyst , in Quantitative Modeling & Financial Engineer , in Risk Management Governance & Compliance Shortlist Email JobJob Description
What The Day Will Look Like
- Familiar with Treasury Services including Stock Repurchase and FX hedging strategies.
- Development and implementation of innovative hedging and asset management strategies to effectively manage complex exposures that combine Actuarial, Financial, and Capital Market risks.
- Development- of sophisticated financial asset and liability models to support various investment management and risk management projects.
- Involve in quantitative research projects that support investment decision processes, utilizing quantitative skills, such as time series regressions, optimization, Monte Carlo simulation, and data visualization techniques.
- Development of Economic Scenario Generators used in the valuation of financial assets and insurance liabilities.
- Further the development of robust processes for hedging, strategic asset allocation, scenario generator calibration and insurance company financial reporting.
- Provide expert analytical support to portfolio managers, traders, and risk managers on the risk, return and transaction cost/market impact of investment portfolios and strategies.
Skills And Experience That Will Lead To Success
- Strong analytical and problem solving skills
- 1+ Experience as a risk analyst at a bank or investment management firm
- Expert Knowledge of equity derivatives, cash and FX markets
- Expert knowledge of market microstructure: liquidity, price formation & discovery, transaction & timing costs
- Graduate degree in a quantitative discipline (Financial Engineering, Mathematical Finance)
- Expert knowledge of financial assets including exotic derivatives and their valuation models
- Expert knowledge of stochastic interest rate and equity models
- Knowledge of statistics, finance and economics
- Strong numerical technique skills in PDE, optimization, time series analysis and Monte-Carlo simulation
- Expert programming skills in Python
- Experience implementing quantitative finance libraries in Python or C++
- Strong communication skills for heavy team and client interactions
- Ability to work well in a fast-paced environment with changing priorities
Note: this role is a mocked-up position for resume webinar. Applicant’s resume will be collected for resume refining purpose against JD. However, applicant of this role will not be considered for any hiring purpose.