Elevate your analytical skills at Scotiabank as a Manager focused on Structural Interest Rate Risk in Toronto, Ontario. Drive non-linear hedging strategies and engage deeply with complex derivatives risk.

In this pivotal role, you will manage end-to-end non-linear hedging processes for Banking Book products with optionality. Aimed at candidates with a strong background in derivatives and regulatory requirements, you'll analyze market volatility and partner closely with trading desks. Your insights will optimize hedge effectiveness and drive automation for operational efficiency.

Key Responsibilities:
• Manage non-linear hedging programs for Banking products
• Monitor performance and P&L; attribution of hedging strategies
• Analyze market impact on structural risk profile




• Partner with trading and Risk Management teams
• Develop analytics reports to optimize derivative exposures

Requirements:
• Master’s degree in Finance or related field
• 3+ years experience in banking or capital markets
• Proficiency in Python, SQL, and analytics platforms
• Robust communication skills for technical concepts
• Understanding of derivatives pricing and regulatory standards

Utilize your expertise in derivatives and risk management to support Scotiabank's strategic goals.
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📌 Manager, Structural Interest Rate Risk (Ontario)
🏢 Scotiabank
📍 Ontario