Modelling/Forecasting Sr Analyst (Quants)

at  TD Bank

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

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

Please refer the Job description for details