Quantitative Analytics Specialist; Stress Testing Model Development - SAS​/Python

Quantitative Analytics Specialist

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. (

Note:

this is an in-office position in our Wilmington, DE or Mount Laurel, NJ office; "NOT" Remote eligible)

Preferred Qualifications:

• Quantitative academic background:
  Master's degrees in statistics/math, econometrics, engineering, etc. (PhD preferred but not required)
• 2 to 3+ years 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.
• Deep knowledge in banking business and familiar with the banking industry data.
• Proven ability to communicate complex technical concepts to business partners, senior leadership, and regulators.
• Proven experience working effectively in cross functional environments, collaborating across business, risk, technology, and compliance teams.

The Quantitative Analytics Specialist provides the quantitative analysis and builds the advanced quantitative models to meet business requirements. In addition, the Quantitative Analyst provides highly specialized quantitative analytical and modeling support at the assigned line(s) of business and Lead the development and enhancement of advanced quantitative models to enable efficient pricing and risk management of business products. Provide analysis through in-depth understanding of the models, markets and business to help drive business results, strategy and decision making.