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