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Senior Manager Exposure and Capital Analysis


This is a Contract position in Toronto, ON posted April 3, 2021.




Requisition ID: 95645

Join 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.


The Senior Manager 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, the Senior Manager will be involved in monthly & quarterly internal and external market risk capital report generation. Finally, the Senior Manager 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
  • Develop scripts and analytics for the implementation of FRTB
  • Coordinate and liaise with different groups to facilitate the implementation of FRTB
  • Working as the people manager for at least one direct report


What we’re looking for?

  • Post Secondary Education completed
  • 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 position is located in 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.