Modelling​/Forecasting Senior Analyst; Quants

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

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.

• 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.

• 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, Credit Metrics 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.

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.