Associate, Quantitative Developer – Prime Services

Position Overview

We are seeking a Quantitative Developer to design and build high‑performance analytics, trading, and optimization platforms used directly by front‑office stakeholders. This role sits at the intersection of quantitative problem‑solving and production engineering.

• Design and implement front‑office quantitative applications and analytics engines across the full stack.
• Develop high‑performance backend services in C# with modern .NET (preferably .NET8).
• Build and optimize data pipelines and database interactions for large‑scale datasets.
• Apply efficient memory management, performance optimization, and parallel computing techniques.
• Develop and maintain Python‑based analytics and research workflows integrated with production systems.
• Collaborate with Sales, Trading, Risk, Technology, Finance, and Treasury teams.
• Own solutions end‑to‑end: requirements, design, implementation, testing, deployment, and optimization.
• Execute detailed data analysis, valuation, and market reporting; provide in‑depth market reports and expert recommendations.
• Identify issues affecting clients and provide actionable recommendations, including executing trades and securing new client deals.
• Confirm trades, verify transactions, and coordinate trade reconciliation with back‑office to resolve discrepancies.

• 2–4 years of experience as a Quant Developer, Quant Strats, or Software Engineer in a trading or analytics environment.
• Strong proficiency in C# and modern .NET (ideally .NET8) with production system experience.
• Full‑stack engineering experience, including backend services and data access layers.
• Strong experience with databases, data modeling, and query optimization.
• Solid understanding of memory efficiency, performance tuning, and parallel or concurrent computing.
• Proficiency in Python and SQL for analytics and prototyping.
• Excellent problem‑solving skills and strong analytical thinking.
• Experience with Azure, Snowflake, Docker, or Kubernetes.
• Exposure to high‑throughput or low‑latency systems.
• Knowledge of Prime Brokerage, Securities Lending, Equity Swaps, or trading platforms.
• Experience with time‑series analysis, optimization, or quantitative modeling.
• Strong ownership mindset and ability to operate in a front‑office environment.
• Comfortable bridging quantitative analysis and software engineering.
• Clear communicator with both technical and non‑technical stakeholders.

• Bachelor’s degree or equivalent specialized training/experience.
• 3+ years of related experience.
• Ability to work independently with minimal supervision and possess strong communication, analytical, and problem‑solving skills.
• Management experience and solid computer skills are a must.

Standard office environment: mostly sedentary work, occasional tasks requiring standard office equipment, and modest physical movement expected.

TD Bank is an equal‑opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, status as a protected veteran, or any other characteristic protected under applicable federal, state, or local law. If you are an applicant with a disability and need accommodations to complete the application process, please contact TD Bank US Workplace Accommodations Program.