Associate Director, Quant

Benefits

Parental leave

Not verified

Non-birth-parent leave

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Family-building benefits

• Fertility benefits: Not verified
• Adoption assistance: Not verified
• Surrogacy assistance: Not verified

Mental health support

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Relocation assistance

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Childcare support

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Learning budget

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Verification

Not verified checked Jun 7, 2026

Salary

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401(k) match

Reported from DOL Form 5500 industry filing (not employer-specific)

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Market context

U.S. role benchmark (BLS OEWS)

$111,944 U.S. median for this role

Projected growth (BLS Employment Projections)

+13.7% - Much faster than average

Matched to SOC 15-1252 - Data and ML aggregate by role bucket.

Source: U.S. Bureau of Labor Statistics, OEWS, May 2024 and Employment Projections, 2024-2034.

Role

Role function

Data From the posting source checked Jun 20, 2026

Seniority

Director Plus From the posting source checked Jun 20, 2026

Schedule

Shift type

Not verified

Weekend work

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Company

Equity

Offered From the posting source checked Jun 20, 2026

Application

Cover letter

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Assessment

Not verified

Deadline

Not stated

Where they hire

State eligibility is not yet verified.

About this role

Associate Director, Quant London Uk Requisition ID: 262972 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. The role is for an Associate Director within the Global Analytics and Financial Engineering team. Accountabilities The successful candidate will support the London Equity Derivatives trading desk, working closely with teams in Toronto and New York. GAFE is a critical function within the Bank's Global Banking and Markets (GBM) division. The team develops derivatives valuation models and analytics used globally for pricing, hedging, risk management, trading limits, and capital calculations. Furthermore GAFE supports the Trading desk on a daily basis, and addresses various production issues The accuracy and performance of these models, have a direct impact on GBM's competitiveness and profitability. The reliability and robustness of the analytics, enable the business to efficiently assess and hedge risks. Experience/Education PhD or MSc/MFE in Mathematics, Computer Science, Software Engineering, Physics, or a related quantitative discipline Experience in Equity Derivatives and Structured Notes, including valuation models Robust programming skills. Python, Java, C++ Background in finite difference methods, Monte Carlo simulation Strong communication and interpersonal skills, with the ability to work effectively in a team environment Aptitude to thrive in a fast-paced environment with changing priorities Location(s): Scotiabank is a leading bank in the Amer

Read the full description at jobs.scotiabank.com. FewerJobs shows a preview and links to the original posting.