Manager, Quantitative Analysis, Treasury

Requisition ID: 206906

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

Group Treasury is improving its liquidity reporting capabilities to help support our ongoing activities and facilitate both regulatory requirements and internal liquidity management needs. We will develop and implement quantitative solutions and risk technology to support decision making for funding staff and senior management.

The successful candidate will be working with Funding, Cash Management, Technology and Risk Management groups for the implementation of the new assumptions and methodologies in liquidity risk management.

Is this role right for you? In this role, you will be responsible for:

• Developing, enhancing and maintaining liquidity models for the balance sheet, including both retail and wholesale products. The work scope includes financial model development, code development, product modeling, and operational process maintenance.
• Working closely with stakeholders to understand their needs. This includes playing an active role in developing predictive models and machine learning algorithms to design solutions that deliver smarter business decisions, improve business processes, and drive productivity.
• Coordinating with the stakeholders for the resolution of issues that may arise in modeling and processes in production, and to implement, review, and ensure the resolutions are appropriate.

• Working with Funding, Cash Management and Risk Management in understanding and incorporating regulatory changes and the impact on reporting requirements and internal analytics.
• Working on challenging and research-based initiatives using big data tools and technologies focusing on tangible outcomes.

Do you have the skills that will enable you to succeed? We'd love to work with you if you have:

• Graduate degree in Math, Statistics, or Computer Science. Minimum 3 years working experience in relevant fields.
• Strong programming skills in Python, SQL
• Working knowledge of UNIX, Git, Docker, Power BI, Nifi
• Experience in Google Cloud Platform (GCP) and its offerings (e.g. BigQuery, VertexAI, Looker); Familiar with cloud-based data structures and cloud migration pipeline; Capable of loading real-time data to the cloud, and extracting, manipulating, transforming and visualizing data within the cloud
• Experience in predictive analytics (e.g. time-series analysis, clustering, classification) and machine learning techniques (e.g. regression algorithms, Tree-based algorithms, Neural Network, Gradient boosting methods) and frameworks (e.g. scikit-learn, TensorFlow, Pytorch, etc.)
• Strong data sense, critical thinking, and technical documentation skills
• Knowledge of financial products and risk management analytics
• Strong analytic and problem-solving skills to simplify and automate work, and make things better
• Strong verbal and written communication skills with ability to work cross-functionally to articulate and solve issues
• High performance, pragmatic, detail-oriented team player able to work well in a fast-paced environment

What's in it for you?

• An inclusive & collaborative working environment that encourages creativity, curiosity, and celebrates success!
• We offer a competitive rewards package: Performance bonus, Employee Share Ownership Program, and Pension Plan Matching, Health Benefits from day one!
• Your career matters! You will have access to career development and progression opportunities.

Location(s): Canada : Ontario : Toronto

Scotiabank is a leading bank in the Americas. Guided by our purpose: "for every future", we help our customers, their families and their communities achieve success through a broad range of advice, products and services, including personal and commercial banking, wealth management and private banking, corporate and investment banking, and capital markets.

At Scotiabank, we value the unique skills and experiences each individual brings to the Bank, and are committed to creating and maintaining an inclusive and accessible environment for everyone. If you require accommodation (including, but not limited to, an accessible interview site, alternate format documents, ASL Interpreter, or Assistive Technology) during the recruitment and selection process, please let our Recruitment team know. If you require technical assistance, please click here. Candidates must apply directly online to be considered for this role. We thank all applicants for their interest in a career at Scotiabank; however, only those candidates who are selected for an interview will be contacted.