Manager, Capital Markets Stress Testing and Data Analytics (Contract)

Scotiabank•Toronto, ON

1d•Onsite

About The Position

The Manager, Capital Markets Stress Testing and Data Analytics role sits within a growing risk management team focused on developing and enhancing stress testing frameworks for both market risk and counterparty credit risk. The role emphasizes analytical rigor, data‑driven risk assessment, and clear communication of stress testing insights to support sound business decisions, regulatory requirements, and the Bank’s overall risk appetite. The role is part of the Capital Markets Stress Testing and Data Analytics team, a cross‑functional group at the center of market and counterparty credit risk, partnering closely with trading desks, model and regulatory teams, and other stakeholders to deliver robust stress testing, analytics, and methodologies that support capital adequacy, new business initiatives, and enterprise‑wide stress testing programs.

Requirements

Graduated from a quantitative discipline such as Economics, Financial engineering, Statistics, Physics, Engineering, Data science, or Mathematics
A strong interest in risk, statistical modeling, research, and data visualization.
1-2 years of experience in capital markets, with good understanding of finance, derivative products, market risk and counterparty credit risk measures.
Strong written and verbal communication skills.
Solid quantitative skills with exceptional and creative problem-solving abilities.
Ability to prioritize and multi-task in a fast-paced environment to meet deadlines.
Attention to detail with the ability to work independently and as part of a team.
Data analysis using programming languages/applications such as Python, SQL, Unix shell scripting, and Power BI.
High proficiency in MS Office suite.

Nice To Haves

Bring curiosity, drive, and a passion for capital markets to apply strong analytical skills in a fast-paced environment.
Collaborate closely with risk management partners, stakeholders, and senior managers across designated coverage areas.
Adapt quickly to evolving priorities and business needs while contributing in a high-performance, team-oriented environment.

Responsibilities

Support capital markets stress testing and risk management activities through strong market data, risk analytics, and data operations expertise.
Ensure accurate data lineage, integrity, and availability across the full market data lifecycle, from external vendors through internal systems into risk engines.
Partner with risk stakeholders, business teams, and risk champions to design data solutions, close data gaps, strengthen data quality frameworks, and execute daily data operations including investigations, corrective actions, and proxy maintenance.
Contribute to stress scenario design, validation, and calibration by developing plausible scenarios, validating model inputs and outputs, and aligning market data with model assumptions and methodologies.
Enhance data quality, improve risk insights, and support critical decision-making through strong analytics, hands-on data management, and a solid understanding of capital markets risk frameworks.