The Bank of Nova Scotia seeks Associate Director, FICC Index Trading in New York, NY to manage the operational tasks on the desk including trade execution, swap and option expiries, index rolls, end of day reporting. Requirements: Master's degree or foreign equivalent in Mathematics, Finance, or a related field, and six (6) years of experience in the job offered or in a related occupation: applying mathematical, statistical, and quantitative analytical methods to decompose the risk exposures of Quantitative Investment Strategies (QIS) into underlying market tradable instruments; designing, implementing, and optimizing algorithmic execution strategies to minimize market impact, slippage, and transaction costs across multiple asset classes; developing and maintaining production grade code in multiple programming languages to support index decomposition, portfolio construction, risk representation, and detailed profit and loss attribution; developing a framework for volatility Quantitative Investment Strategies (vol QIS), including strategy development and tools implementation; building quantitative models to measure and monitor market signals which can be used for systematic trading strategies; creating tools to automate data processing, transform large scale datasets, and integrate market data feeds for use in systematic trading and risk analytics; utilizing knowledge of commodities market microstructure, liquidity dynamics, and exchange specific trading rules to enhance execution quality and cost forecasting models. Telecommuting and/or working from home may be permissible pursuant to company policies. When not telecommuting, must report to work site. Offered salary is between $225,000 and $225,000 per year. 40 hours per week. Please apply directly through our website https://www.scotiabank.com/careers by searching for Associate Director, FICC Index Trading & indicate job code MG090426JSW.
JobiqoTJN. Keywords: Finance Director, Location: New York, NY - 10060
