Manager, Data Analytics & Model Optimization - Global Compliance Trade Surveillance (Contract) Requisition ID: Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Purpose Executes Data Analytics projects and helps build out the Model Optimization function within Global Compliance Trade Surveillance (GCTS). Background Global Compliance Trade Surveillance (GCTS) is the group within Global Compliance which is responsible for surveillance of all trading activities within the enterprise for market manipulation, insider trading and unfair pricing. Within GCTS, the Data Analytics & Model Optimization team was started to: (1) improve productivity and perform general problem solving through the application of Data Analytics and (2) support a Model Effectiveness program to manage the performance of sophisticated Trade Surveillance models. Accountabilities Under the guidance of the Director, execute on various Data Analytics projects. Examples may include (but not limited to): Build automation to enhance productivity in reporting and alert adjudication processes Build Business Intelligence applications using software such as PowerBI Build bespoke tactical Trade Surveillance solutions to meet regulatory expectations using programming languages such as Python Foster innovation by introducing new technologies to solve data related challenges. Assist the Director in the Model Optimization function. Examples may include (but not limited to): Build and maintain an inventory of trading scenarios which can be periodically tested in the models to gauge their effectiveness. Identify and add new scenarios based on real life situations Help build the model submission package sent to Global Model Risk Management Comply with internal policies, procedures and regulatory requirements where applicable Manage relationship with key contacts as identified for each work assignment. Provide active and direct support to resolve outstanding audit and regulatory issues and to respond to ad hoc senior management and regulatory requests Education/Experience Advanced degree (Bachelor’s or higher) in a STEM field. 2-3 years work experience in Banking and/or Capital Markets- preferably in a role that has provided exposure to Over-The-Counter (OTC) Derivatives and Greeks. Examples of relevant background include (but not limited to): Market Risk (VaR, Stress Testing), Trade Floor Risk, Middle Office & Model Risk. Proficiency in languages such as Python. While formal training is not expected, experience gained on the job (through automation projects to enhance productivity, for example) will be ideal. Familiarity with various trading products including IR, FX, Equity, Commodity etc. Industry certification or credentials will be an asset (e.g. CFA, FRM) Excellent written and presentation skills to provide advice and explanation to various users Ability to manage efficiently multiple priorities; attention to detail and ability to work independently or in teams; consensus‑building ability. Curiosity is an important trait. Location(s): Canada: Ontario: Toronto #J-18808-Ljbffr
Manager, Data Analytics & Model Optimization - Global Compliance Trade Surveillance (Contract)
SCOTIABANK
toronto, toronto
Published 21 days ago
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