Current jobs related to Senior Manager of Quantitative Risk Analysis - Toronto, Ontario - The Toronto-Dominion Bank (Canada)
-
Senior Quantitative Risk Manager
2 weeks ago
Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full timeAbout the RoleWe are seeking a highly skilled Director, Quantitative Analysis, Credit Risk to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives.Key ResponsibilitiesDevelop and maintain the credit risk management...
-
Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full timeAbout the RoleWe are seeking a highly skilled Director, Quantitative Analysis, Credit Risk to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives.Key ResponsibilitiesDevelop and maintain credit risk measurement frameworks,...
-
Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full timeAbout the RoleWe are seeking a highly skilled Director, Quantitative Analysis, Credit Risk to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives.Key ResponsibilitiesDevelop and maintain credit risk measurement frameworks,...
-
Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full timeAbout the RoleWe are seeking a highly skilled Director, Quantitative Analysis, Credit Risk to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives.Key ResponsibilitiesDevelop and maintain credit risk measurement frameworks,...
-
Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full timeAbout the RoleWe are seeking a highly skilled Director, Quantitative Analysis, Credit Risk to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives.Key ResponsibilitiesDevelop and maintain credit risk measurement frameworks,...
-
Senior Quantitative Analyst
2 weeks ago
Toronto, Ontario, Canada Royal Bank of Canada> Full timeJob SummaryThe Royal Bank of Canada is seeking a highly skilled Senior Quantitative Analyst to join its Risk Management team. As a key member of the team, you will be responsible for developing and implementing advanced quantitative models to manage credit risk across the bank's wholesale and commercial clients in Canadian Banking.You will work closely with...
-
Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full timeAbout the RoleWe are seeking a highly skilled Director, Quantitative Analysis, Credit Risk to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives, particularly in collaboration with various HOOPP teams.Key...
-
Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full timeAbout the RoleWe are seeking a highly skilled Director, Quantitative Analysis, Credit Risk to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives, particularly in collaboration with various HOOPP teams.Key...
-
Senior Quantitative Risk Management Specialist
2 weeks ago
Toronto, Ontario, Canada Royal Bank of Canada Full timeJob Title: Senior Quantitative Risk Management SpecialistJob Summary:We are seeking a highly skilled Senior Quantitative Risk Management Specialist to join our team at Royal Bank of Canada. As a key member of our risk management group, you will be responsible for the conceptual design, development, implementation, documentation, and maintenance of models...
-
Quantitative Risk Manager
3 weeks ago
Toronto, Ontario, Canada Royal Bank of Canada> Full timeJob SummaryWe are seeking a highly skilled and experienced Quantitative Risk Manager to join our Enterprise Model Risk Management team at Royal Bank of Canada. As a key member of our team, you will be responsible for ensuring the integrity and efficacy of various quantitative models used in the bank.Key ResponsibilitiesModel Validation: Validate models,...
-
Quantitative Analysis Manager
2 weeks ago
Old Toronto, Ontario, Canada Scotiabank Full timeQuantitative Analysis ManagerRequisition ID: 206906Scotiabank is seeking a highly skilled Quantitative Analysis Manager to join our Group Treasury team. As a key member of our team, you will be responsible for developing and implementing quantitative solutions and risk technology to support decision making for funding staff and senior management.The...
-
Quantitative Analysis Manager
3 weeks ago
Old Toronto, Ontario, Canada Scotiabank Full timeJob Title: Manager, Quantitative Analysis, TreasuryScotiabank is seeking a highly skilled Manager, Quantitative Analysis, Treasury to join our team in Toronto, Canada.The successful candidate will be responsible for developing, enhancing, and maintaining liquidity models for the balance sheet, including both retail and wholesale products. This will involve...
-
Quantitative Analysis Manager
3 weeks ago
Old Toronto, Ontario, Canada Scotiabank Full timeJob Title: Manager, Quantitative Analysis, TreasuryScotiabank is seeking a highly skilled Manager, Quantitative Analysis, Treasury to join our team in Toronto, Canada.The successful candidate will be responsible for developing, enhancing, and maintaining liquidity models for the balance sheet, including both retail and wholesale products. This will involve...
-
Quantitative Risk Management Leader
4 weeks ago
Toronto, Ontario, Canada Royal Bank of Canada Full timeJob SummaryAs a Manager, Enterprise Model Risk Management, you will play a critical role in safeguarding Royal Bank of Canada against regulatory, financial, and reputational risks linked to model risks. Your expertise will help prevent potential losses and ensure compliance with RBC's stringent risk management standards.Key ResponsibilitiesValidate models,...
-
Quantitative Risk Management Leader
4 weeks ago
Toronto, Ontario, Canada Royal Bank of Canada Full timeJob SummaryAs a Manager, Enterprise Model Risk Management, you will play a critical role in safeguarding Royal Bank of Canada against regulatory, financial, and reputational risks linked to model risks. Your expertise will help prevent potential losses and ensure compliance with RBC's stringent risk management standards.Key ResponsibilitiesValidate models,...
-
Senior Quantitative Analyst
4 weeks ago
Toronto, Ontario, Canada BMO Full timeJob Title: Senior Quantitative AnalystAt BMO, we are seeking a highly skilled Senior Quantitative Analyst to join our team. As a key member of our risk management group, you will be responsible for developing and implementing mathematical models to analyze and mitigate financial risks.Key Responsibilities:Develop and maintain complex mathematical models to...
-
Senior Quantitative Analyst
4 weeks ago
Toronto, Ontario, Canada BMO Full timeJob Title: Senior Quantitative AnalystAt BMO, we are seeking a highly skilled Senior Quantitative Analyst to join our team. As a key member of our risk management group, you will be responsible for developing and implementing mathematical models to analyze and mitigate financial risks.Key Responsibilities:Develop and maintain complex mathematical models to...
-
Toronto, Ontario, Canada Royal Bank of Canada> Full timeJob SummaryWe are seeking a highly skilled Risk Manager to join our Counterparty Credit Risk Portfolio Analysis team. As a key member of our team, you will be responsible for providing timely analysis to aid in the management of counterparty credit risk exposures and providing quantitative support in the transaction credit adjudication process.Key...
-
Quantitative Analysis Manager
4 weeks ago
Toronto, Ontario, Canada Scotiabank Full timeJob Title: Quantitative Analysis ManagerScotiabank is seeking a highly skilled Quantitative Analysis Manager to join our Treasury team. As a key member of our team, you will be responsible for developing and maintaining liquidity models for the balance sheet, including both retail and wholesale products.Key Responsibilities:Develop, enhance, and maintain...
-
Quantitative Analysis Manager
4 weeks ago
Toronto, Ontario, Canada Scotiabank Full timeJob Title: Quantitative Analysis ManagerScotiabank is seeking a highly skilled Quantitative Analysis Manager to join our Treasury team. As a key member of our team, you will be responsible for developing and maintaining liquidity models for the balance sheet, including both retail and wholesale products.Key Responsibilities:Develop, enhance, and maintain...
Senior Manager of Quantitative Risk Analysis
3 months ago
Position Overview
The ideal candidate will join the Non-Retail Model Validation team, focusing on both quantitative and qualitative frameworks aimed at estimating Credit Risk Capital and Allowance for Non-retail sectors, as well as conducting Stress Testing for Non-retail Credit Risk and PPNR.
Key Responsibilities:
- Assess and validate non-retail models, including Credit Risk Parameters (such as PD, LGD, and EAD) and allowance models (IFRS 9 and CECL), alongside Credit Risk and PPNR stress testing models for non-retail portfolios.
- Develop and execute validation methodologies and standards, ensuring alignment with industry best practices and compliance with regulatory and audit mandates.
- Analyze the conceptual integrity of model methodologies, evaluating the reasonableness of assumptions and the reliability of inputs.
- Utilize various technical and statistical evaluations, modeling techniques, and business insights to scrutinize model specifications and performance.
- Review and implement external models for benchmarking internal performance, participating in model selection and due diligence processes.
- Collaborate with business partners to manage internal data, ensuring data integrity and compliance with regulatory requirements.
- Continuously enhance professional knowledge in quantitative analysis techniques and share insights with colleagues and senior management.
Qualifications:
- Strong quantitative expertise with an advanced degree in relevant fields such as Financial Engineering, Mathematics, Statistics, Econometrics, or Computer Science.
- Proficient in SAS and at least one of the following programming languages: R, MATLAB, Python, or VBA.
- Capable of crafting complex SQL queries for data analysis.
- Familiar with various modeling techniques and adept at conducting quantitative assessments.
- Experience in model development or validation is essential.
- Knowledge or experience in credit risk modeling (e.g., AIRB parameter models, allowance models, or credit risk stress testing models) for C&I/CRE portfolios is necessary.
- Understanding of AIRB parameters and IFRS9/CECL requirements, along with business acumen in macroeconomics and commercial/wholesale credit lending, is advantageous.
- Possess an inquisitive mindset, with the ability to ask pertinent questions and escalate issues effectively.
- Demonstrate strong time management and multitasking abilities with minimal oversight.
- Exceptional skills in drafting comprehensive technical documentation are required.
About Us:
The Toronto-Dominion Bank is a leading global financial institution and the fifth largest bank in North America by branches. We are dedicated to delivering exceptional customer experiences to millions of households and businesses across Canada, the United States, and beyond. Our diverse team of over 95,000 colleagues is committed to enriching the lives of our customers and communities.
Our Commitment:
We are committed to fostering a supportive environment for our colleagues, offering competitive benefits and development opportunities to help them thrive both professionally and personally.
Professional Development:
We prioritize career growth and provide resources for skill enhancement, mentorship, and training to help our colleagues achieve their aspirations.
Training & Onboarding:
We ensure comprehensive training and onboarding to equip new hires for success in their roles.
Accessibility:
We value accessibility and encourage candidates to request accommodations to facilitate their participation in the interview process.
