Td Bank Modelling / Forecasting Senior Analyst Quants Canada, Ontario, Toronto 529227845
Share
Accountabilities
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.
Familiarity with PDEs, stochastic processes, and simulation.
Strong programming skills in one or more widely used languages such as C/C++/C#, VBA, python, Matlab, R, etc.
Knowledge of fundamental concepts and techniques in quantitative finance 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 is a definite asset
- Prior knowledge or experience in quantitative finance and counterparty credit risk is an asset but not required
Please be advised that this job opportunity is subject to provincial regulation for employment purposes. It is imperative to acknowledge that each province or territory within the jurisdiction of Canada may have its own set of regulations, requirements.
If you’re interested in a specific career path or are looking to build certain skills, we want to help you succeed. You’ll have regular career, development, and performance conversations with your manager, as well as access to an online learning platform and a variety of mentoring programs to help you unlock future opportunities. Whether you have a passion for helping customers and want to expand your experience, or you want to coach and inspire your colleagues, there are many different career paths within our organization at TD – and we’re committed to helping you identify opportunities that support your goals.
We will provide training and onboarding sessions to ensure that you’ve got everything you need to succeed in your new role.
These jobs might be a good fit
