Senior Performance Quality Specialist

1 month ago


Toronto, Ontario, Canada TD Full time
Job Summary

We are seeking a highly skilled and experienced Senior Performance Quality Specialist to join our team at TD. As a key member of our Model Validation group, you will be responsible for ensuring the accuracy and reliability of our analytical models used for risk, pricing, hedging, and capital evaluation.

Key Responsibilities
  • Validate Customer Behavior forecast Models for Treasury & Balance Sheet Management BAU usage (FTP pricing, IRRBB) and Stress Testing usage.
  • Propose in-depth testing plan per the Enterprise Model Validation Procedure and high-quality issue log to ensure the validation project goes smoothly and the critical findings/issues identified are communicated with 1st line effectively and timely.
  • Assess the data quality and input control/governance process to ensure the acceptance of the model inputs.
  • Conduct validation testing following the validation testing plan accurately to assess the model performance, including but not limited to back-testing, sensitivity testing, stability testing, and independent benchmark model analysis.
  • Draft high-quality model validation report to summarize the validation review analysis and conclusion to support regulatory submission and potential audit questions.
Requirements
  • Solid quantitative skills with an advanced degree in one or more of the following areas: 1-3 years modelling experience in Bank/Insurance Company/Pension Plan/Consulting Firm.
  • Outstanding new graduates are exempted.
  • Strong technical knowledge and experience with programming/coding, i.e., R, Python, or SAS.
  • Experience in model development or validation is an asset.
  • Familiarity with regulatory requirements on IRRBB and/or Stress Testing is an asset.
What We Offer

As a Senior Performance Quality Specialist at TD, you will have the opportunity to work with a talented team of professionals who are passionate about delivering high-quality results. We offer a competitive salary and benefits package, as well as opportunities for professional growth and development.



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