Finance: The Bank of Nova Scotia seeks Assoc. Director, Credit Quant in NY, NY to dvlp valuation models for ABS, MBS, & other credit products, & ensures theoretical, soundness, numerical accuracy, & implementation correctness of these models. Req'mts: Master's or foreign equiv in Math of Fin'ce, CS, Softw Eng'g, Physics, or rel. field, & 3 yrs of exp in job offered or in rel. occupation: programming in C++, C++11, Python or VBA to anlyz & build models w/in modeling framework. Working w/programming languages incl Python, Java, or Scala to build large scale quant modeling. Working w/fin'l products incl Asset Backed Securities, Collateralized Loan Obligations, & Mortgage Backed Securities & their models. Anlyz'g ABS cashflow models to determine irregularities in payment & unique features of different deals & asset classes. Building Collateral cashflow models to replicate & confirm data is as expected & hidden risks are accounted for as it relates to prepayments, defaults, severity & other potential inputs. Building Liabilities cashflow models to replicate & confirm data is as expected & hidden risks are accounted for as it relates to prepayments, defaults, severity & other potential triggers. Anlyz'g structured fin'ce asset classes, incl many in ABS. Telecommuting &/or work from home may be permissible pursuant to company policies. When not telecommuting, must report to work site. Offered salary is btwn $225,000 & $225,000/yr. 40 hrs/wk. Please apply through by searching for Associate Director, Credit Quant & indicate job code MD061026AD.
JobiqoTJN. Keywords: Credit Risk Director, Location: PECK SLIP, NY - 10060
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
- Dice Id: pandfeed
- Position Id: 603804308
- Posted 20 hours ago
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