Quantitative Analyst

4 weeks ago

Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time
Job Summary

We are seeking a highly skilled Quantitative Analyst to join our team at The Toronto-Dominion Bank (Canada). As a key member of our Model Validation group, you will be responsible for the independent validation and approval of analytical models used for pricing, hedging, and risk evaluation of financial products and portfolios.

Key Responsibilities
  • Perform independent initial and ongoing validations of Derivative Pricing/Counterparty Credit Risk (CCR)/Market Risk and Algo models across TD's global trading business.
  • Prepare corresponding initial/ongoing validation reports outlining model assumptions, analytical methodologies, and assessments.
  • Develop and implement validation methodologies and standards, ensuring they align with industry best practices or address regulatory and audit requirements.
  • Maintain full professional knowledge of techniques and developments in derivative pricing, Fixed-Income modeling, and Counterparty Credit Risk/CVA/FVA/XVA, Market Risk VaR (FRTB).
  • Collaborate with internal partners, including Treasury and Balance Sheet Management, Quantitative Engineering Group, Model Development Group, and IT support teams, to ensure the appropriateness and accuracy of models used by the bank.
  • Manage junior staff and provide guidance and support as needed.
Requirements
  • Excellent knowledge of pricing theory, statistics, stochastic calculus, and numerical techniques used in derivative pricing.
  • Proficient in relevant programming languages, such as Python, C/C++, and VBA.
  • Industry experience (at least 5 years) in model development or validation within a similar role.
  • Excellent ability to write comprehensive technical documents.
  • Excellent quantitative skills with a background in mathematics, physics, engineering, computational finance, or statistics.
  • Fast learner who grasps complex concepts and techniques quickly and works independently under tight deadlines.
  • Good time management skills with minimal supervision.
Education

Graduate degree in a quantitative discipline, such as MSc, MMF, or PhD.

About Us

The Toronto-Dominion Bank (Canada) is one of the world's leading global financial institutions, with a commitment to delivering legendary customer experiences. We offer a comprehensive Total Rewards package, including a base salary, variable compensation, and benefits, to support the well-being of our colleagues and their families.

We are committed to providing opportunities for career growth and development, with regular leadership and development conversations, training programs, and mentorship opportunities. If you are a motivated and talented individual who is passionate about quantitative analysis and risk management, we encourage you to apply for this exciting opportunity.

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