... MBS, and other credit products, and ensure the theoretical soundness, numerical accuracy and ... Analyzing ABS cash‑flow models to determine irregularities in payment and unique features of ...
... MBS, and other credit products, and ensure the theoretical soundness, numerical accuracy and ... Analyzing ABS cash‑flow models to determine irregularities in payment and unique features of ...
... MBS/CMBS, Non-Agency RMBS, Non-Agency CMBS, Consumer and Commercial ABS, and CLO in the US and ... Strong analytical skills and attention to detail * Hands‑on orientation with strong ...
... MBS/CMBS, Non-Agency RMBS, Non-Agency CMBS, Consumer and Commercial ABS, and CLO in the US and ... Strong analytical skills and attention to detail * Hands‑on orientation with strong ...
... MBS/CMBS, Non-Agency RMBS, Non-Agency CMBS, Consumer and Commercial ABS, and CLO in the US and ... Strong analytical skills and attention to detail * Hands‑on orientation with strong ...
... MBS/CMBS, Non-Agency RMBS, Non-Agency CMBS, Consumer and Commercial ABS, and CLO in the US and ... Strong analytical skills and attention to detail * Hands‑on orientation with strong ...
The product management analyst will serve as an investment strategy expert and advocate for the ... MBS/CMBS, Non-Agency RMBS, Non-Agency CMBS, Consumer and Commercial ABS, and CLO in the US and ...
The product management analyst will serve as an investment strategy expert and advocate for the ... MBS/CMBS, Non-Agency RMBS, Non-Agency CMBS, Consumer and Commercial ABS, and CLO in the US and ...
GCM Client Administrator II - ABS & MBS
Wilmington, DE · On-site
$24.87 - $41.45/hr
... analytical ability Demonstrated ability to develop strong working relationships with administrative support areas appropriate to the business unit Experience contributing to positive working ...
GCM Client Administrator II - ABS & MBS
Wilmington, DE · On-site
$24.87 - $41.45/hr
... analytical ability Demonstrated ability to develop strong working relationships with administrative support areas appropriate to the business unit Experience contributing to positive working ...
VP, Senior Bond Analyst, Issuer Services
New York, NY · On-site
$129K - $194K/yr
We are looking for a motivated individual to join the Structured Finance Analytics team ... ABS/MBS/CDO industry strongly preferred - specifically, in the areas of deal structure and/or loan ...
VP, Senior Bond Analyst, Issuer Services
New York, NY · On-site
$129K - $194K/yr
We are looking for a motivated individual to join the Structured Finance Analytics team ... ABS/MBS/CDO industry strongly preferred - specifically, in the areas of deal structure and/or loan ...
Demonstrated analytical and influencing skills * Consistently demonstrates clear and concise ... Minimum 5 years' experience in the ABS/MBS/CDO industry strongly preferred - specifically, in the ...
Demonstrated analytical and influencing skills * Consistently demonstrates clear and concise ... Minimum 5 years' experience in the ABS/MBS/CDO industry strongly preferred - specifically, in the ...
VP, Senior Bond Analyst, Issuer Services
Jacksonville, FL · On-site
$103K - $155K/yr
We are looking for a motivated individual to join the Structured Finance Analytics team ... Minimum 5 years' experience in the ABS/MBS/CDO industry strongly preferred - specifically, in the ...
VP, Senior Bond Analyst, Issuer Services
Jacksonville, FL · On-site
$103K - $155K/yr
We are looking for a motivated individual to join the Structured Finance Analytics team ... Minimum 5 years' experience in the ABS/MBS/CDO industry strongly preferred - specifically, in the ...
Your analysis will drive positioning across multiple strategies and investment styles, in a market ... of ABS, CMBS, RMBS, Agency MBS, or other structured products - is preferred. * A self-starter ...
Your analysis will drive positioning across multiple strategies and investment styles, in a market ... of ABS, CMBS, RMBS, Agency MBS, or other structured products - is preferred. * A self-starter ...
VP, Senior Bond Analyst, Issuer Services
Jacksonville, FL · On-site
$103K - $155K/yr
We are looking for a motivated individual to join the Structured Finance Analytics team ... Minimum 5 years' experience in the ABS/MBS/CDO industry strongly preferred - specifically, in the ...
VP, Senior Bond Analyst, Issuer Services
Jacksonville, FL · On-site
$103K - $155K/yr
We are looking for a motivated individual to join the Structured Finance Analytics team ... Minimum 5 years' experience in the ABS/MBS/CDO industry strongly preferred - specifically, in the ...
Hybrid - Business Analyst with Advent Geneva experience - New York City, NY - 6-12+ Months Contract
New York, NY · On-site
Job Title: Business Analyst with Advent Geneva experience Location: Hybrid - New York City, NY ... Exposure to alternative securities (Loans, CLOs, ABS, MBS, Swaps). * Understanding of institutional ...
Quick apply
Hybrid - Business Analyst with Advent Geneva experience - New York City, NY - 6-12+ Months Contract
New York, NY · On-site
Job Title: Business Analyst with Advent Geneva experience Location: Hybrid - New York City, NY ... Exposure to alternative securities (Loans, CLOs, ABS, MBS, Swaps). * Understanding of institutional ...
GCM Client Administrator II - ABS & MBS
Wilmington, DE · On-site
$24.87 - $41.45/hr
... analytical ability Demonstrated ability to develop strong working relationships with administrative support areas appropriate to the business unit Experience contributing to positive working ...
GCM Client Administrator II - ABS & MBS
Wilmington, DE · On-site
$24.87 - $41.45/hr
... analytical ability Demonstrated ability to develop strong working relationships with administrative support areas appropriate to the business unit Experience contributing to positive working ...
Fixed Income Division - Associate/Vice President, Agency MBS CMO/Derivatives Trading
New York, NY · On-site
$150K - $250K/yr
... and other ABS), a lending arm that focuses on traditional Commercial Real Estate as well as ... analytical and interpersonal skills Proactive worker with the ability to work as part of a close ...
Fixed Income Division - Associate/Vice President, Agency MBS CMO/Derivatives Trading
New York, NY · On-site
$150K - $250K/yr
... and other ABS), a lending arm that focuses on traditional Commercial Real Estate as well as ... analytical and interpersonal skills Proactive worker with the ability to work as part of a close ...
Fixed Income Division - Associate/Vice President, Agency MBS CMO/Derivatives Trading
New York, NY · On-site
$150K - $250K/yr
... and other ABS), a lending arm that focuses on traditional Commercial Real Estate as well as ... Strong quantitative, analytical and interpersonal skills * Proactive worker with the ability to ...
Fixed Income Division - Associate/Vice President, Agency MBS CMO/Derivatives Trading
New York, NY · On-site
$150K - $250K/yr
... and other ABS), a lending arm that focuses on traditional Commercial Real Estate as well as ... Strong quantitative, analytical and interpersonal skills * Proactive worker with the ability to ...
GCM Client Administrator II - ABS & MBS
Wilmington, DE · On-site
$24.87 - $41.45/hr
... analytical ability Demonstrated ability to develop strong working relationships with administrative support areas appropriate to the business unit Experience contributing to positive working ...
GCM Client Administrator II - ABS & MBS
Wilmington, DE · On-site
$24.87 - $41.45/hr
... analytical ability Demonstrated ability to develop strong working relationships with administrative support areas appropriate to the business unit Experience contributing to positive working ...
NY · On-site
$150K - $250K/yr
... and other ABS), a lending arm that focuses on traditional Commercial Real Estate as well as ... Strong quantitative, analytical and interpersonal skills * Proactive worker with the ability to ...
New
NY · On-site
$150K - $250K/yr
... and other ABS), a lending arm that focuses on traditional Commercial Real Estate as well as ... Strong quantitative, analytical and interpersonal skills * Proactive worker with the ability to ...
New
Fixed Income Division - Associate/Vice President, Agency MBS CMO/Derivatives Trading
New York, NY · On-site
$150K - $250K/yr
... and other ABS), a lending arm that focuses on traditional Commercial Real Estate as well as ... Strong quantitative, analytical and interpersonal skills * Proactive worker with the ability to ...
Fixed Income Division - Associate/Vice President, Agency MBS CMO/Derivatives Trading
New York, NY · On-site
$150K - $250K/yr
... and other ABS), a lending arm that focuses on traditional Commercial Real Estate as well as ... Strong quantitative, analytical and interpersonal skills * Proactive worker with the ability to ...
... MBS, and ABS. This role sits at the intersection of markets, product, engineering, and client ... Exceptional communication and crossfunctional collaboration skills, with strong analytical ...
... MBS, and ABS. This role sits at the intersection of markets, product, engineering, and client ... Exceptional communication and crossfunctional collaboration skills, with strong analytical ...
Fixed Income Agency Trader
Dallas, TX · On-site
... MBS, and ABS. This role sits at the intersection of markets, product, engineering, and client ... Exceptional communication and cross-functional collaboration skills, with strong analytical ...
Fixed Income Agency Trader
Dallas, TX · On-site
... MBS, and ABS. This role sits at the intersection of markets, product, engineering, and client ... Exceptional communication and cross-functional collaboration skills, with strong analytical ...
Fixed Income Agency Trader
Dallas, TX · Hybrid
... MBS, and ABS. This role sits at the intersection of markets, product, engineering, and client ... Exceptional communication and crossfunctional collaboration skills, with strong analytical ...
Fixed Income Agency Trader
Dallas, TX · Hybrid
... MBS, and ABS. This role sits at the intersection of markets, product, engineering, and client ... Exceptional communication and crossfunctional collaboration skills, with strong analytical ...
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Associate Director, Credit Quant
Manhattan, NY • On-site
Other
This job post has expired 1 day ago. Applications are no longer accepted.
Job description
Location: United States: New York: New York City
DutiesThe Bank of Nova Scotia seeks Associate Director, Credit Quant in New York, NY to develop valuation models for ABS, MBS, and other credit products, and ensure the theoretical soundness, numerical accuracy and implementation correctness of these models. Develop robust, reliable, and user-friendly front office analytics for pricing, hedging, risk management and profit & loss attribution for both intraday and end of day. Provide daily quantitative support to the business in valuation, risks, P&L attribution, hedging, and related areas. Provide subject matter expertise to model stakeholders such as the business, risk management, audit, product control and technology groups during and post model implementation. Partner with the business to deliver models and analytics to production end-to-end with limited supervision. Ensure day‑to‑day activities adhere to the bank’s risk appetite and risk culture, meeting obligations in operational risk, regulatory compliance risk, AML/ATF risk and conduct risk. Champion a high‑performance environment and foster an inclusive work environment.
Requirements- Master's degree or foreign equivalent in Mathematics of Finance, Computer Science, Software Engineering, Physics, or a related field, and three (3) years of experience in the job offered or in a related occupation.
- Programming in C++, C++11, Python or VBA to analyze and build models within the modeling framework.
- Working with programming languages including Python, Java, or Scala to build large‑scale quantitative models.
- Working with financial products including Asset‑Backed Securities, Collateralized Loan Obligations, and Mortgage‑Backed Securities and their models.
- Analyzing ABS cash‑flow models to determine irregularities in payment and unique features of different deals and asset classes.
- Building collateral cash‑flow models to replicate and confirm the data is as expected, accounting for prepayments, defaults, severity and other potential inputs.
- Building liabilities cash‑flow models to replicate and confirm the data is as expected, accounting for prepayments, defaults, severity and other potential triggers.
- Analyzing structured finance asset classes, including many in ABS.
- Telecommuting and/or working from home may be permissible pursuant to company policies.
About Scotiabank
Sourced by ZipRecruiter
Industry
Banking and credit intermediation
Company size
10,000+ Employees
Headquarters location
New York, NY, US