JOB DESCRIPTION:

The Treasury and Balance Sheet Management (TBSM) department of TD Bank manages TD’s non-trading market risk, liquidity risk, capital, investment portfolios, wholesale funding programs, pension plans, and transfer prices funds to the businesses. The Treasury Modelling team in TBSM is responsible for ensuring appropriate quantitative methodologies and estimation approaches are in place to support TBSM as well as to advance the use of enhanced model and data-driven analytics to support the allocation of scarce financial resources (capital, liquidity and funding) and improve decision making.

QUALIFICATIONS/COMPETENCIES

• Undergraduate degree in Quantitative discipline is required such as Statistics, Mathematics, Operations Research, Econometrics, Finance etc.. Graduate’s degree is preferred
• Hands-on experience in data analysis and quantitative model development
• Ability to effectively interpret, select appropriate techniques, take independent action, communicate, and follow-through
• Advanced skills in SAS, Python, R and other modeling and analytical tools
• Ability to work well in a fast-paced collaborative work environment
• Good technical writing and verbal communication skills

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.

Reporting to Senior Manager, Treasury Modelling, the position provides the quantitative analysis and builds the advanced quantitative models for DFAST, EWST, MST and other regulatory and financial programs to meet regulator and business requirements. Detailed accountabilities include:

• Provide financial, analytical, modeling expertise to build quantitative models
• Conduct complex quantitative analysis as it applies to areas of responsibility. Uses sophisticated analytical thought to exercise judgement and identify solutions
• Prepare, maintain, and enhance detailed documents for validation and regulatory compliance
• Compile and generates ad-hoc analytical reports and may develop specialized analytical tools for projects or ongoing use
• Work with model risk management teams on validations and resolving model issues
• Write model implementation code and deploy the model in production platform.
• Interpret internal/external business challenges and the industry environmen

Reporting to Senior Manager, Treasury Modelling, the position provides the quantitative analysis and builds the advanced quantitative models for DFAST, EWST, MST and other regulatory and financial programs to meet regulator and business requirements. Detailed accountabilities include:

• Provide financial, analytical, modeling expertise to build quantitative models
• Conduct complex quantitative analysis as it applies to areas of responsibility. Uses sophisticated analytical thought to exercise judgement and identify solutions
• Prepare, maintain, and enhance detailed documents for validation and regulatory compliance
• Compile and generates ad-hoc analytical reports and may develop specialized analytical tools for projects or ongoing use
• Work with model risk management teams on validations and resolving model issues
• Write model implementation code and deploy the model in production platform.
• Interpret internal/external business challenges and the industry environment