Modelling / Forecasting Specialist (Quants)

at  TD Bank

REPORTING TO SENIOR MANAGER, TREASURY MODELLING TEAM, 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:

• Develop, maintain, and enhance predictive models and statistical analyses to support the regulatory stress testing submission
• Execute models and overlays through cycles
• Prepare, maintain, and enhance detailed documents for validation and regulatory compliance
• Design model-monitoring methodologies and investigate performance issues through regular testing and monitoring
• Present methodologies and results to key stakeholders and various regulatory agencies
• Work with model risk management teams on validations and resolving model issues
• Assist in the implementation of new or modified models into the production environment
• Communicate difficult concepts; convert information to compelling business context and advice; influence and gain alignment across increasingly senior stakeholders
• Work autonomously and accountable for acting as a lead within a specialized analytics function and provide work direction to others

QUALIFICATIONS/COMPETENCIES

• Undergraduate degree in Quantitative discipline is required such as Statistics, Mathematics, Operations Research, Econometrics, Finance etc. Graduate’s degree is preferred
• 3+ years of Hands-on experience in statistical model development and applied data analysis. Working experience of Regulation models (CCAR/DFAST/ CECL/Basel etc.) preferred
• Solid programming skills in SAS, Python or R. SAS is preferred
• Ability to work well in a fast-paced collaborative work environment
• Effective time management skills and ability to meet deadlines
• Strong technical writing and verbal communication skills

Please refer the Job description for details