Associate Director, QIS Strategist

Scotiabank•New York, NY

21h•Onsite

About The Position

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Associate Director, QIS Strategist - New York, NY. Global Banking and Markets (GBM) is a leading Capital Markets and Investment Banking platform with a competitive presence across the Americas, operating globally over 100 years. Scotiabank’s strong US presence provides our clients an important bridge to this key global market for trade and investment flows across the Americas and the world. Global Banking & Markets provides a full range of investment banking, credit and risk management products and services relevant to the financing and strategic development needs of our clients. Our products include debt and equity financing, mergers & acquisitions, corporate banking, institutional equity sales, trading and research, fixed income products, derivatives, energy, foreign exchange and precious metals. We also cross-sell the full range of wholesale products and services offered by the Scotiabank Group including transaction banking and trade finance solutions. Be part of an innovative Global Capital Markets and Investment Banking business with a unique geographic footprint that puts capital to work for our clients across industries! We work together to drive ambition to every future!

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 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

Nice To Haves

Familiarity with C++ a plus

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.
Champions 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
Provides daily and on demand quantitative support to the business in a timely manner related to valuation, risks, PnL attribution, hedging and so on
Understands how the Bank’s risk appetite and risk culture should be considered in day-to-day activities and decisions.
Actively pursues effective and efficient operations of his/her 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 but not limited to responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk Management Framework, AML/ATF Global Handbook and the Guidelines for Business Conduct.