Leverage your expertise as a Manager in Derivatives Risk Management at Scotiabank in Toronto, Ontario. Focus on optimizing non-linear risks and enhance the Bank’s financial strategies. This role seeks individuals with a robust analytical mindset to support Structural Interest Rate Risk programs.

You will monitor and analyze hedging strategies while managing communication processes effectively. The position requires collaboration with various teams to report on FTP and margin drivers and enhance operational efficiency. Key Responsibilities:

- Oversee non-linear hedging program communications
- Monitor interest rate options for performance metrics
- Assess hedge effectiveness under market scenarios
- Develop reports for risk program optimization
- Participate in advanced risk analytics projects Requirements:
- Master’s degree in Finance or similar field
- At least 3 years in banking or capital markets
- Skilled in Python, SQL, and relevant analytical tools
- Excellent communication for diverse audiences
- Familiar with derivatives pricing dynamics and regulations Contribute to Scotiabank's mission by employing your analytical skills in this critical risk management role.

📌 Manager, Derivatives Risk Management (Toronto)
🏢 Scotiabank
📍 Toronto