Manager, Modelling Specialist

at  TD Bank

PRIMARY ACCOUNTABILITIES

• Responsible for the development and lifecycle management of PPNR models for the wholesale businesses, consistent with the Bank’s Model Risk Management Framework and Stress Testing Estimation Approach Framework.
• Prepare, present and conduct the review for approval of models with stakeholders including LOB and senior management.
• Perform and gather the model’s statistical test results and required analysis to support model performance assessment.
• Prepare all model related documentation, providing support to model validation processes.
• Have the ownership of all model related issues, including monitoring, escalation, and resolution.
• Conduct research and stay updated on capital markets changes, including the understanding of historical market stress episodes and events to be able to apply to the development of stress testing models.
• Support the implementation of the model in the standardized and verified platform, perform testing, and resolve any issues.
• Provide user training and guidance to ensure sufficient knowledge transfer and to allow for efficient model execution.
• Establish and maintain strong relationship with Line of Business, advisory and governance groups.
• Responsible for the compliance to the Bank’s policy, framework and standards on data, platform, tools and processes to ensure strong control environment with PPNR model development and execution.
• Ad hoc initiatives or projects as required

QUALIFICATIONS / SKILLS / EXPERIENCE:

• Statistical background & proven work experience in applying statistical knowledge in business analysis, preferably in the context of capital markets.
• 7+ years of relevant experience in statistical model development, applied data analysis and preferably for capital markets.
• Working knowledge of Python, SAS and / or R
• Knowledge of wholesale banking businesses an asset
• Accounting or finance background, with the ability to read, understand, and interpret balance sheets and income statement
• Demonstrated skills in communicating complex concept or issues to a diverse audience
• Self-motivated with proven ability to work in a team, provide training, fostering a positive and rewarding work environment
• Undergraduate degree or higher in quantitative discipline is required such as Statistics, Mathematics, Econometrics, Finance etc. and Graduate degree is preferred
• Technical certificates in programming language or Data & Analytics training an asset
• High degree of proficiency in Microsoft Excel, PowerPoint and Word

Please refer the Job description for details