Modelling / Forecasting Senior Analyst (Quants)
1 day ago
Modelling / Forecasting Senior Analyst (Quants) TD Securities Pay: $76,800 - $115,200 CAD Location: Toronto, Ontario, Canada Hours: 37.5 Line Of Business: Analytics, Insights, & Artificial Intelligence Job Description As the Senior Quantitative Analytics Analyst, you will work on Non‑retail Credit parameter model (Point-in-Time PD/LGD/EAD) and stress testing model for the US commercial portfolio, and perform analytics activities, ensuring business strategies and initiatives are delivered in compliance with TD's Model Risk Policy and relevant Data Governance requirements. Detailed Responsibilities Maintain and enhance IFRS 9/ CECL Point-in-Time risk parameter models and allowance models with mathematical methodologies and time series models for the US commercial portfolio. Develop and implement credit risk stress testing/forecasting models. Assist with analytics and reporting activities such as scenario analysis, sensitivity analysis, attribution analysis, impact assessment, etc. Build and maintain analytics platforms for the above. Effectively communicate model methodology and maintain well-articulated documentation. Ensure compliance with the TD's Model Risk Policy & relevant Data Governance requirements. Maintain and contribute to the enhancement of the current models and develop credit risk models for new business lines as required. Job Requirements Graduate degree in Economics, Statistics, Mathematics, Financial Engineering, or other related quantitative discipline. Knowledge of credit risk models such as BASEI III Capital framework, credit risk parameters (PD,LGD,EAD), stress testing methodologies, IFRS 9 forward‑looking methodologies, CreditMetrics framework and Moody’s Analytics|KMV Risk Frontier. Experience with MATLAB/SAS/Python/R is a requirement; ability to read and write C++ code is an asset. Advanced quantitative modeling skills; experience working with econometric models and advanced statistical models. Excellent communication skills, verbally and in writing. Strong conceptual, analytical, and problem‑solving skills. Why TD TD is one of the world's leading global financial institutions and the fifth largest bank in North America by branches/stores. We deliver legendary customer experiences to over 27 million households and businesses and are committed to customer experience, innovation, and career development for all colleagues. #J-18808-Ljbffr
-
Senior Modelling
4 weeks ago
Toronto, Canada TD Securities Full timeA leading financial institution is seeking a Modelling / Forecasting Senior Analyst (Quants) to validate analytical models for risk and pricing. The role requires solid quantitative skills and programming experience (R, Python, or SAS). Ideal candidates will have an advanced degree in relevant fields and experience within financial institutions. This...
-
Senior Modelling
1 day ago
Toronto, Canada TD Securities Full timeA leading financial institution is seeking a Modelling / Forecasting Senior Analyst (Quants) to validate analytical models for risk and pricing. The role requires solid quantitative skills and programming experience (R, Python, or SAS). Ideal candidates will have an advanced degree in relevant fields and experience within financial institutions. This...
-
Modelling / Forecasting Senior Analyst (Quants)
3 weeks ago
Toronto, Canada TD Securities Full timeModelling / Forecasting Senior Analyst (Quants) TD Securities Pay : $76,800 - $115,200 CAD Location : Toronto, Ontario, Canada Hours : 37.5 Line Of Business : Analytics, Insights, & Artificial Intelligence Job Description As the Senior Quantitative Analytics Analyst, you will work on Non‑retail Credit parameter model (Point-in-Time PD/LGD/EAD) and stress...
-
Modelling / Forecasting Senior Analyst (Quants)
3 weeks ago
Toronto, Canada TD Full timeModelling / Forecasting Senior Analyst (Quants) Join to apply for the Modelling / Forecasting Senior Analyst (Quants) role at TD. Be among the first 25 applicants. Pay Details $76,800 - $115,200 CAD Work Location Toronto, Ontario, Canada Hours 37.5 Line Of Business Analytics, Insights, & Artificial Intelligence TD is committed to providing fair and equitable...
-
Toronto, Canada TD Full timeModelling / Forecasting Senior Analyst (Quants) Join to apply for the Modelling / Forecasting Senior Analyst (Quants) role at TD. Be among the first 25 applicants. Pay Details$76,800 - $115,200 CAD Work LocationToronto, Ontario, Canada Hours37.5 Line Of BusinessAnalytics, Insights, & Artificial Intelligence TD is committed to providing fair and equitable...
-
Senior Modelling
4 weeks ago
Toronto, Canada TD Full timeA leading Canadian bank is seeking a Modelling / Forecasting Senior Analyst to validate analytical models for risk and capital evaluation. The successful candidate will collaborate with various internal partners and ensure the accuracy of model inputs and methodologies. A strong background in quantitative fields, programming expertise, and excellent...
-
Senior Modelling
1 day ago
Toronto, Canada TD Full timeA leading Canadian bank is seeking a Modelling / Forecasting Senior Analyst to validate analytical models for risk and capital evaluation. The successful candidate will collaborate with various internal partners and ensure the accuracy of model inputs and methodologies. A strong background in quantitative fields, programming expertise, and excellent...
-
Modelling / Forecasting Senior Analyst (Quants)
4 weeks ago
Toronto, Canada TD Full timeJoin to apply for the Modelling / Forecasting Senior Analyst (Quants) role at TD Pay Details 76,800 - 115,200 CAD Work Location Toronto, Ontario, Canada Hours 37.5 Line Of Business Analytics, Insights, & Artificial Intelligence TD is committed to providing fair and equitable compensation opportunities to all colleagues. Growth opportunities and skill...
-
Toronto, Canada TD Full timeJoin to apply for the Modelling / Forecasting Senior Analyst (Quants) role at TD Pay Details76,800 - 115,200 CAD Work LocationToronto, Ontario, Canada Hours37.5 Line Of BusinessAnalytics, Insights, & Artificial Intelligence TD is committed to providing fair and equitable compensation opportunities to all colleagues. Growth opportunities and skill development...
-
Toronto, Canada TD Securities Full timeModelling / Forecasting Senior Analyst (Quants)- 4151 Pay Details: 76,800 - 115,200 CAD. TD is committed to providing fair and equitable compensation opportunities to all colleagues. Growth opportunities and skill development are defining features of the colleague experience at TD. Work Location: Toronto, Ontario, Canada Hours: 37.5 Line Of Business:...
