Manager, Advanced Analytics

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* Work Location:

** Toronto, Ontario, Canada
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* Hours:

** 37.5
** Line of Business:
** Analytics, Insights, & Artificial Intelligence
** Pay Details:
** 91, CADTD is committed to providing fair and equitable compensation opportunities to all colleagues. Growth opportunities and skill development are defining features of the colleague experience  compensation policies and practices have been designed to allow colleagues to progress through the salary range over time as they progress in their role. The base pay actually offered may vary based upon the candidate's skills and experience, job-related knowledge, geographic location, and other specific business and organizational needs.

As a candidate, you are encouraged to ask compensation related questions and have an open dialogue with your recruiter who can provide you more specific details for this role.
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* Job Description:

** The Model Validation  (MV) group in Enterprise Risk, Risk Management is responsible for the independent validation and approval of all analytical models used for TD.The position reports to Senior Manager, Trading Surveillance and Insider Risk Models Validation. Detailed accountabilities include:
* Validates Financial Crime Risk Management (FCRM) models for Trading Surveillance  + Develop an effective and efficient validation testing plan based on design of different models and complete validation in time to support various business initiatives and regulators requirements.  + Conduct or instruct junior validator for different validation analyses to ensure capture all material & critical model limitations.  + Have effective communication with different stakeholders from 1st line and in-time solve model limitations / issues to meet validation lead time target.  

+ Deliver high quality model validation reports with adequate information and justification to support validation conclusions and Audit / regulator review / assessment of validation process and validation analysis.
* Recommends the approval of the models or other corrective actions based on independent vetting and validation.
* Maintains full professional knowledge of techniques and developments in FCRM modeling for Trading Surveillance and share knowledge with business partners and senior management.
* Supports developing standards and procedures for vetting and validation that are compliant with the Bank’s internal Model Risk Policy, adhere with industry best practices, and meet regulatory requirements.
* Supports Senior Manager to develop and coach Junior validators
* Responds to requests from both Canadian and U.S. regulators, internal and external audit in their review/audit of risk models and vetting/validation process and procedures. Provide information and assistance as required.
* Works effectively with internal model development group, Audit, and other internal partners to ensure risk models meet required Bank standards for use.

Education & Experience:

* Post-secondary degree in one or more of the following areas: computer science,  statistics,  mathematics, financial engineering, or engineering.
* 4 years + Experience in either developing or validating FRCM model in Trading Surveillance with exposure in AI / ML modelling.

Preferred Qualifications:

* In-depth knowledge of FCRM modeling for Trading Surveillance, Trading Strategy and Algorithm, and FI operations
* Proficient in relevant programming languages & software such as Python, H2O.AI, Scala, etc.
* Excellent verbal and written communication skills
* Excellent time / project management and multitasking skills with minimal supervision.

Customer Accountabilities:
* Manages validation project and provide junior validator day to day direction as needed
* Works in a highly interactive, team-oriented environment with Big Data developers, and analytical experts
* Provides analytical thought leadership and stays current on developments in Trading Surveillance modelling

Shareholder Accountabilities:
* Works closely with key stakeholders to develop validation plans, ensuring the optimal use of resources and leverages TD’s operating model to maximize efficiency, effectiveness and scale
* Executes on the validation plan to deliver results…