ACCOUNTABILITIES:

• Supervise a senior analyst
• Develop new modeling methodologies used to measure counterparty credit risk
• Perform ongoing maintenance and ad-hoc investigations of models already deployed in the existing CCR system
• Interact with other business partners (e.g., Technology, MRC, CMRM, MV) to investigate and resolve modeling issues
• Communicate model risk and provide full transparency around the model assumptions and usage with various stakeholders
• Contribute to other one-time projects of the group

QUALIFICATIONS:

• Solid technical training with a graduate degree in science or engineering such as physics, chemistry, mathematics/statistics, computer science/engineering, Master of Mathematical Finance, or a similar discipline where mathematical modeling techniques are systematically studied and applied.
• Proficiency in PDEs, stochastic processes, and Monte Carlo simulation.
• Strong programming skills in one or more widely used languages such as C/C++/C#, VBA, Python, etc.
• Proficiency in the fundamental concepts and techniques in quantitative finance (such as risk neutral pricing) or strong interests in financial markets and associated modeling techniques
• Must be a team player with a focus on getting projects done effectively and efficiently
• Good written and verbal communication skills
• At least 2 years of industry experience in quantitative finance or a related field

WHO WE ARE:

TD is one of the world’s leading global financial institutions and is the fifth largest bank in North America by branches/stores. Every day, we deliver legendary customer experiences to over 27 million households and businesses in Canada, the United States and around the world. More than 95,000 TD colleagues bring their skills, talent, and creativity to the Bank, those we serve, and the economies we support. We are guided by our vision to Be the Better Bank and our purpose to enrich the lives of our customers, communities and colleagues.
TD is deeply committed to being a leader in customer experience, that is why we believe that all colleagues, no matter where they work, are customer facing. As we build our business and deliver on our strategy, we are innovating to enhance the customer experience and build capabilities to shape the future of banking. Whether you’ve got years of banking experience or are just starting your career in financial services, we can help you realize your potential. Through regular leadership and development conversations to mentorship and training programs, we’re here to support you towards your goals. As an organization, we keep growing – and so will you.

Please refer the Job description for details