Shape Scotiabank’s interest rate risk analysis in Toronto through mathematical modelling and stakeholder communication. Help inform balance sheet rate positioning and FTP.

This Senior Manager role focuses on modelling interest rate risk across all assets and liabilities. You will work with local and international business units to understand behavioural components and review datasets. The team develops customer behaviour models, including mortgage prepayment and deposit behaviour.

Key Responsibilities:

- Understand behavioural nuances with business counterparts
- Review datasets across local and international business units
- Support bespoke model development and options risk analysis
- Present proposals and analysis to stakeholders
- Streamline model operations and maintenance

Requirements:

- Graduate degree in physics, engineering, statistics, or related discipline
- Statistical or mathematical modelling experience
- Clear communication of complex concepts
- Structural interest rate modelling knowledge is beneficial
- Python programming knowledge is beneficial

Use interest rate risk modelling, business partnership, and transparent communication to support Scotiabank’s ALM decisions in Toronto.

📌 Senior Manager Interest Rate Risk Models (Toronto)
🏢 Scotiabank
📍 Toronto