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 https://www.scotiabank.com/careers by searching for Associate Director, Credit Quant & indicate job code MD061026MC.