Senior Analyst [Td Bank]

Hours37.5Workplace ModelHybridDepartment Overview

What does TD stand for? For starters, we believe in visionary leadership and insights. We believe in using every resource at our disposal to better serve our clients, and for almost every department, that begins with data.

As part of our Data and Analytics team, you'll be a fundamental part of crafting business processes enterprise-wide by analyzing vast amounts of past and present data.

TD's vision for the future? Tailored, customized banking products, services and experiences for every single customer. If you've been in business as long as we have, you know there's no such thing as one size fits all, and a diverse, inclusive Data Analytics team is a massive part of that future achievement.

Job Details

The Counterparty Credit Risk (CCR) Model Development group at TD is responsible for the development, maintenance, and calibration of CCR models. We frequently interact with various groups within the bank, including Technology, Market Risk Control (MRC), Capital Market Risk Management (CMRM), Model Validation (MV), etc. We are looking for a strong candidate to join the group as a Senior Advanced Modeling Analyst. The successful candidate will work primarily within the CCR team of Market risk Model Development to help develop new methodologies and models for the measurement of Counterparty Credit Risk, as well as maintaining and improving methodologies of existing models in production for CCR and xVA measurement as well as regulatory capital reporting.

Accountabilities

• Interact with other business partners (e.g., Technology, MRC, CMRM, MV) to investigate and resolve modeling issues
• Develop new modeling methodologies used to measure counterparty credit risk
• Communicate model risk and provide full transparency around the model assumptions and usage with various stakeholders
• Perform ongoing maintenance and ad-hoc investigations of models already deployed in the existing CCR system
• Contribute to other one-time projects of the group

Job Requirements

• Good written and verbal communication skills is a definite asset
• Strong programming skills in one or more widely used languages such as C/C++/C#, VBA, python, Matlab, R, etc.
• Knowledge of fundamental concepts and techniques in quantitative finance or strong interests in financial markets and associated modeling techniques
• Must be a team player with a focus on getting projects done effectively and efficiently
• Prior knowledge or experience in quantitative finance and counterparty credit risk is an asset but not required
• Solid technical training with a graduate degree in science or engineering such as physics, chemistry, mathematics/statistics, computer science/engineering, Master of Mathematical Finance, or a similar discipline where mathematical modeling techniques are systematically studied and applied, such PDE, econometrics, stochastic processes and simulation.

Company Overview

Tell us your story. Don't go unnoticed. Explain why you're a winning candidate. Think "TD" if you crave meaningful work and embrace change like we do. We are a trusted North American leader that cares about people and inspires them to grow and move forward.

Stay current and competitive. Carve out a career for yourself. Grow with us. Here's our story: jobs.td.com

Inclusiveness

At TD, we are committed to fostering an inclusive, accessible environment, where all employees and customers feel valued, respected and supported. We are dedicated to building a workforce that reflects the diversity of our customers and communities in which we live and serve. If you require an accommodation for the recruitment/interview process (including alternate formats of materials, or accessible meeting rooms or other accommodation), please let us know and we will work with you to meet your needs.