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Title: Senior Manager, CCR Capital Analytics The CCR Capital Analytics team specializes in Counterparty Credit Default Risk and Credit Value Adjustment (CVA) capital, encompassing methodology, implementation, reporting, analytics and governance. The incumbent will support the development and ongoing maintenance of the Bank’s CCR capital system and will be responsible for producing key reports and conducting related analysis. We are seeking individuals who can help advance large-scale initiatives by working collaboratively with a diverse team of quants, data scientists, and developers, while engaging and collaborating effectively with key stakeholders across Scotiabank.

Lead the CCR (OTC/SFT) and CVA capital initiatives, including proactive monitoring, escalating, and resolving issues impacting capital values, while partnering effectively with key stakeholders across organizations. Interpretation and implementation of regulatory requirements across capital processes, reporting, controls, and stakeholder communication. Maintain up-to-date knowledge of regulatory guidance on CCR and CVA capital, actively participate in the CBA meetings, and ensure alignment and full compliance across all related activities Conduct quantitative and technical reviews of the capital processes, including implementation and enhancement of end-to-end workflows, applying statistical/mathematical tests, developing new techniques, and coding to assess model performance- while ensuring compliance with internal policies and regulatory requirements Report CCR and CVA capital timely with quality, ensuring completeness, accuracy, and consistency Deliver ad-hoc capital analysis and collaborate with business lines and financial key stakeholders to support understanding of CCR/CVA) capital calculations.

Develop and implement Power BI analytics dashboards for CCR/CVA capital reporting,



enabling drill-down analysis and key driver identifications to support capital efficiency management Collaborate with front office, technology, and users to support investigations and resolutions Develop and automate control processes to proactively identify data challenges affecting accuracy of CCR/CVA capital; Collaborate with data governance to drive resolution. Provide direct support to resolve audit and regulatory issues, and actively respond to ad hoc requests from senior management and regulators CFA, FRM) are an asset Working knowledge of derivative pricing models, CCR default capital (IMM & SA-CCR), CVA modeling, CVA capital (SA-CVA, BA-CVA), and market data, with a minimum of 3 years of relevant experience. Familiar with various trading products, including interest rate, foreign exchange, credit derivatives, equities, commodities, and securities financing transactions Sound understanding of modeling techniques and ability to conduct various statistical and technical tests.

Proficient in SQL, Python, Unix bash scripting; Knowledge of databases and BI tools (especially MS Power BI) is an asset. Skilled in building consensus across teams. Performance bonus, Employee Share Ownership Program, and Pension Plan Matching, Health Benefits from day one!

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. 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 setting 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.

Computer

Science, Equity, Analytics, Unix, Compliance, Technology, Finance, Management, Legal #

📌 Senior Manager, CCR Capital Analytics (Toronto)
🏢 Scotiabank
📍 Toronto