Analyst - Global Analytics and Financial Engineering

About the Role Join Global Analytics and Financial Engineering in Canada to contribute to the success of the team by developing valuation models and analytics in support of pricing, hedging, risk management and P&L attribution across Global Banking & Markets. What You'll Do

• Champion a customer focused culture to deepen client relationships and leverage broader bank relationships, systems and knowledge.
• Develop valuation models for equity derivatives and structured notes products, ensuring theoretical soundness, numerical accuracy, and correct implementation.
• Create robust front office analytics for pricing, hedging, risk management and P&L attribution for intraday and end-of-day use.
• Provide daily and on-demand quantitative support related to valuation, risks, P&L attribution, hedging, and related areas.
• Offer subject matter expertise to model stakeholders (business, risk management, audit, product control and technology) during and after model implementation.
• Partner with the business to deliver models and analytics to production end-to-end with limited supervision.
• Keep current on advancements in models and related technology, proactively introducing these into the bank.
• Consider the bank's risk appetite and risk culture in day-to-day activities and decisions.
• Actively pursue effective and efficient processes. What We're Looking For
• Customer-focused mindset with ability to deepen client relationships and leverage bank-wide resources.
• Experience developing valuation models for equity derivatives and structured notes.
• Ability to develop robust front office analytics for pricing, hedging, risk management and P&L attribution.
• Capacity to provide timely quantitative support related to valuation, risks and hedging.
• Strong communication and collaboration skills to work with business, risk management, audit, product control and technology.
• Demonstrated partnership with business to deliver models and analytics to production from end-to-end.
• Commitment to staying current on model developments and related technology.
• Understanding of risk appetite and risk culture in decision-making.