Associate, QIS Strategist

Scotiabank•New York City, NY

11d•Onsite

About The Position

Contributes to the overall success of the FICC Index team and the Global Analytics and Financial Engineering team ensuring specific individual goals, plans, initiatives are executed / delivered in support of the team’s business strategies and objectives. Ensures all activities conducted are in compliance with governing regulations, internal policies and procedures. 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
4+ 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

Develop and maintain components of a cross-asset index back-testing and simulation platform supporting systematic strategies across equities, fixed income, FX, commodities, futures, and multi-asset portfolios.
Contribute to the enhancement of the QIS Index platform by building and supporting calculation engines, portfolio analytics, risk reporting, and performance attribution tools.
Assist in the development of quantitative libraries and services used for index construction, rebalancing, execution modeling, transaction cost analysis, and strategy evaluation.
Work closely with Structuring, Trading, Research, and Technology teams to implement, test, and deploy systematic investment strategies and bespoke client solutions.
Build analytical tools to support portfolio construction, factor analysis, scenario analysis, stress testing, and risk management activities.
Support the automation of workflows related to trade decomposition, hedge generation, booking processes, and operational controls for QIS products.
Develop and maintain integrations with market data providers, pricing services, and internal data platforms used for strategy research and index calculations.
Create monitoring dashboards and data quality controls to support production processes and the daily oversight of live QIS strategies.
Participate in the delivery of scalable, production-grade solutions by collaborating with technology teams on testing, deployment, and release management activities.
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.
Develops 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.