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 within TBSM is responsible for ensuring appropriate modelling methodologies are used to support treasury activities and improve decision making. Within the modelling team, this role supports Global Liquidity and TDBG ICAAP (Economic Capital).

QUALIFICATIONS/COMPETENCIES

• Strong quantitative skills with a graduate degree in a quantitative discipline such economics, mathematics, statistics, engineering, or similar.
• 3+ years of model development or validation experience, ideally in a capital or treasury function, with solid programming skills / material preparation ability.
• Able to work across teams to achieve complex goals/deliverables in a timely manner.
• Good communicator, in addition to documenting complex model concepts thoroughly, is able to present complex material in a clear, concise manner.
• Experience with handling regulatory / audit requests. Ideally, familiar with both the US and Canadian regulatory environments.

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.

The Modelling / Forecasting Sr. Analyst is responsible for model development and maintenance activities for Global Liquidity and TDBG ICAAP (Economic Capital). The role may contribute to associated tasks including model control, materials preparation and assist with asks from TBSM counterparts, second line teams, and auditors / regulators. The position reports to the Senior Manager, Treasury Modelling. Detailed accountabilities include:

• Develop models used for Global Liquidity (2052a, OSFI LCR/NCCF, Internal Liquidity Stress Testing) and TDBG ICAAP (Economic Capital / Pillar II risks).
• Assist with the validation process with second-line MV, including preparation of model documentation and response to second line inquiries.
• Assist with maintenance of such models, including change management, finding closures, ongoing performance monitoring and methodology document updates.
• Work effectively with Global Liquidity Management, MV/MRM, TBSM Technology, Market Risk and CMRM to ensure the soundness and accuracy of the model development and implementation.