Associate, Equity Derivatives Quant

Responsibilities

• Develop valuation models for equity derivatives and structured notes, ensuring theoretical soundness and numerical accuracy.
• Build robust, reliable, and user-friendly front-office analytics for pricing, hedging, risk management, and P&L attribution.
• Provide daily and on-demand quantitative support to the business regarding valuation, risks, and hedging.
• Act as a subject matter expert for stakeholders in risk management, audit, product control, and technology groups.
• Partner closely with the business to deliver models and analytics to production from end to end.
• Stay current on advancements in quantitative modeling and related technologies to proactively introduce improvements to the bank.

Requirements

• PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, Physics, or a related quantitative field.
• 1-4+ years of experience in equity derivatives and structured notes products and their valuation models.
• Solid mathematical background in PDE, Monte-Carlo, and stochastic calculus.
• Strong programming skills in C++ (C++11 or higher).
• Proficiency with Python.
• Excellent communication and interpersonal skills with the ability to work in a fast-paced environment.

About the Company

Scotiabank is a leading bank in the Americas, providing a broad range of services including personal and commercial banking, wealth management, and capital markets. Our Global Banking and Markets division is a premier Capital Markets and Investment Banking platform operating globally, helping clients navigate trade and investment flows across the world.