Associate Director, QIS Strategist

Scotiabank•New York City, NY

11d•Onsite

About The Position

Join a purpose-driven, winning team committed to results in an inclusive and high-performing culture. The Associate Director, QIS Strategist will be part of Global Banking and Markets (GBM), a leading Capital Markets and Investment Banking platform with a competitive presence across the Americas. GBM provides a full range of investment banking, credit, and risk management products and services. This role contributes to the FICC Index team and the Global Analytics and Financial Engineering team, ensuring the execution of individual goals and plans to support business strategies and objectives, while adhering to governing regulations and internal policies.

Requirements

PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, Physics or other quantitative areas
8+ years’ experience in Commodity/Equity derivatives and Index products and their valuation models
Strong programming skills in Python, Java, SQL.
Familiarity with C++ a plus
Familiarity with Windows and Linux platforms
Very good communication and interpersonal skills and a team player
Ability to work well in a fast-paced environment with changing priorities

Responsibilities

Design, develop, and maintain a robust cross-asset index back-testing and simulation framework capable of supporting futures, equities, fixed income, FX, commodities, and multi-asset investment strategies.
Build and enhance the infrastructure of the QIS Index platform, including calculation engines, risk decomposition tools, performance attribution, and portfolio analytics capabilities.
Develop quantitative libraries and services to support index construction, rebalancing, execution modeling, transaction cost analysis, and strategy evaluation.
Partner with Structuring, Trading, and Research teams to implement and productionize systematic investment strategies and custom client solutions.
Create analytical tools for portfolio construction, factor analysis, scenario analysis, stress testing, and risk management.
Design automated workflows for trade decomposition, hedge generation, booking integration, and operational monitoring of QIS products.
Integrate market data sources and pricing services required for strategy research and index calculations.
Develop dashboards and monitoring tools to support production processes, data quality controls, and daily operational oversight of QIS strategies.
Collaborate with technology teams to deliver scalable, production-grade solutions and improve release and deployment processes.
Provide technical expertise and quantitative support to stakeholders across Trading, Risk Management, Product Control, Audit, and Technology.
Champion a customer-focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge.
Develop robust, reliable, and user-friendly front-office analytics for pricing, hedging, risk management, and P&L attribution for both intraday and end-of-day.
Provide daily and on-demand quantitative support to the business in a timely manner related to valuation, risks, PnL attribution, hedging, and so on.
Understand how the Bank’s risk appetite and risk culture should be considered in day-to-day activities and decisions.
Actively pursue effective and efficient operations of respective areas, while ensuring the adequacy, adherence to, and effectiveness of day-to-day business controls to meet obligations with respect to operational risk, regulatory compliance risk, AML/ATF risk, and conduct risk, including responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk Management Framework, AML/ATF Global Handbook, and the Guidelines for Business Conduct.