Develop quantitative ALM models for Scotiabank in Toronto, combining coding discipline with statistical analysis. Model customer behaviour and support efficient risk operations.

As Senior Manager, you will design and code models covering balance sheet assets and liabilities. You will apply historical and exogenous data during calibration while following software best practices. The work brings quantitative professionals together across mathematics, statistics, physics, and computer science.

Key Responsibilities:

- Design models for assets and liabilities
- Code models for efficient computing resource use
- Calibrate models using historical and exogenous data
- Analyse mortgage prepayment and deposit behaviour
- Explain proposals to stakeholders and senior management

Requirements:

- Graduate degree or commensurate quantitative experience
- Experience creating statistical or mathematical models
- Software engineering mindset essential for the work
- Ability to distill complex ideas into straightforward terms
- ALM or derivatives pricing knowledge is beneficial

Build efficient ALM risk models with statistical expertise, software engineering discipline, and customer behaviour modelling experience.

📌 Senior Quantitative ALM Model Developer (Toronto)
🏢 Scotiabank
📍 Toronto