Modelling / Forecasting Senior Analyst (Quants)
10 hours 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
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Senior Modelling
6 days 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...
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Modelling / Forecasting Senior Analyst (Quants)
10 hours 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...
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Modelling / Forecasting Senior Analyst (Quants)
2 weeks ago
Toronto, Canada TD Securities Full timeJob Title Modelling / Forecasting Senior Analyst (Quants) Location Toronto, Ontario, Canada Hours 37.5 Business Line Analytics, Insights, & Artificial Intelligence Compensation 73,000 - 109,400 CAD Job Description TD Model Validation (MV) group is part of the Model Risk Management (MRM) group and is responsible for the independent validation and approval of...
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Modelling / Forecasting Senior Analyst (Quants)
3 weeks ago
Toronto, Canada TD Securities Full timeJob Title Modelling / Forecasting Senior Analyst (Quants) Location Toronto, Ontario, Canada Hours 37.5 Business Line Analytics, Insights, & Artificial Intelligence Compensation 73,000 - 109,400 CAD Job Description TD Model Validation (MV) group is part of the Model Risk Management (MRM) group and is responsible for the independent validation and approval of...
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Toronto, Canada TD Securities Full timeModelling / Forecasting Senior Analyst (Quants) 3625 – TD Securities Pay Details: $76,800 – $115,200 CAD Location: Toronto, Ontario, Canada Hours: 37.5 per week Line Of Business: Analytics, Insights, & Artificial Intelligence TD is committed to providing fair and equitable compensation opportunities to all colleagues. The base pay offered may vary based...
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Senior Quant Modelling
2 weeks ago
Toronto, Canada TD Securities Full timeA leading financial institution in Toronto seeks a Modelling / Forecasting Senior Analyst to conduct model validation and quantitative analysis. The ideal candidate has advanced quantitative skills, relevant experience in model validation, and proficiency in programming languages like Python and R. The role requires effective collaboration with internal...
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Senior Quant Modelling
3 weeks ago
Toronto, Canada TD Securities Full timeA leading financial institution in Toronto seeks a Modelling / Forecasting Senior Analyst to conduct model validation and quantitative analysis. The ideal candidate has advanced quantitative skills, relevant experience in model validation, and proficiency in programming languages like Python and R. The role requires effective collaboration with internal...
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Senior Quants – Modelling
2 weeks ago
Toronto, Canada TD Securities Full timeA financial services organization in Toronto is seeking a Modelling / Forecasting Senior Analyst to validate quantitative liquidity risk management models. The ideal candidate should have strong analytical skills and proficiency in Python and SQL. Responsibilities include supporting the validation process and drafting model reports. This is a full-time...
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Senior Modelling
6 days 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...
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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...
