Senior Quantitative Analyst – Stress Testing Model Development, SAS​/Python

Responsibilities

• This position will support TD Bank's treasury model development team in developing quantitative models to forecast balance and fee income for various loan and deposit products.
• Provide highly specialized quantitative analytical and modeling support at the assigned line(s) of business.
• Develop advanced quantitative models to enable pricing of products.
• Conduct complex quantitative analysis as it applies to areas of responsibility.
• Perform statistical model assumptions' tests for soundness of model theory.
• Review model results and identify unexpected results.
• Develop conclusions and courses of action to rectify discrepancies as well as analyses.
• Develop and analyze key metric and plan variances and related information.

• Undergraduate degree required, advanced technical degree preferred (e.g., math, physics, engineering, finance or computer science)
• In-depth knowledge of quantitative models and statistical analysis
• 0 to 1 year of experience in developing Quantitative Models (CCAR/PPNR/DFAST modeling experience for Stress Testing is a big plus)
• Strong hands-on expertise with SQL/SAS/Python/R
• Ability to effectively interpret, select appropriate techniques, take independent action, communicate, and follow-through
• Strong communications skills, both written and verbal
• Proficiently use Microsoft Office tools to prepare and present analysis results to the audience
• Advanced skills in SAS and SQL
• Practical knowledge of financial analysis techniques and methodologies

Demonstrates expertise in developing quantitative models and conducting statistical analysis to support financial forecasting and product pricing. Proficient in SQL, SAS, Python, and R, with strong communication skills for presenting analytical results.

• SQL
• SAS
• Python
• R
• Microsoft Office