Manager Advanced Analytics, Quants

🕒 June 3

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TD

WebsiteLinkedInAll Job Openings

10,000+ employees

Founded 1855

🏦 Banking

💸 Finance

💰 Grant on 2023-10

Banking • Finance • Insurance

TD is one of North America's biggest banks offering a wide range of banking services including personal and business banking, insurance, wealth management, and securities. TD is committed to sustainability, diversity, equity, and inclusion, ensuring a supportive and inclusive workplace where employees are empowered to grow. The bank provides various roles and career opportunities across different regions with a focus on community impact and professional development. TD's culture is defined by care and respect, aimed at benefiting their business performance, customers, and communities.

📋 Description

• Design, develop, and enhance statistical and quantitative models for non-retail credit loss forecasting (PD, LGD, EAD), IFRS 9 allowance, and stress testing frameworks • Advance methodologies to address non-retail modeling challenges, including data sparsity, low default portfolios, name concentration risk, expert judgment overlays, and portfolio heterogeneity • Build scalable tools and analytical solutions to support model development, testing, and implementation • Continuously improve model performance through rigorous validation, monitoring, and incorporation of emerging risk drivers • Ensure models meet internal Model Risk Management standards, regulatory expectations, and data governance requirements • Partner with stakeholders across Risk, Finance, Model Validation, and Technology to support model development, review, and implementation • Communicate insights, model assumptions, and limitations clearly to senior management and regulators.

🎯 Requirements

• Graduate degree in quantitative discipline (e.g., Financial Mathematics, Statistics, Economics) • Solid experience in credit risk modeling with exposure to wholesale/non-retail portfolios • Strong understanding of IFRS 9, stress testing, and regulatory capital frameworks (e.g., Basel) • Proficiency in Python or equivalent programming languages for data analysis and model development • Strong analytical and problem-solving skills with ability to work with complex, imperfect datasets • Excellent written and verbal communication skills, with ability to engage senior stakeholders.

🏖️ Benefits

• health and well-being benefits • savings and retirement programs • paid time off • banking benefits and discounts • career development • reward and recognition programs