Td Bank Manager Advanced Analytics Quants 

Canada, Ontario, Toronto 

69917660

Toronto, Ontario, CanadaAnalytics, Insights, & Artificial Intelligence

$91,200 - $136,800 CAD

Job Description:

The position reports to Senior Manager, Retail Credit Risk, Model Validation

• Perform validation of all models deemed in-scope by the bank-wide Model Risk Policy. These models are used in the Bank for projecting Pre-Provision Net Revenue (PPNR) estimates for stress testing (DFAST, EWST) purposes,adjudication/management/collectionfor various retail products, marketing and analytics, etc.
• Develop independent benchmarks for use in the validation of the above listed models. These benchmark models could be supervised learning, unsupervised learning and deep learning algorithms. Assess the appropriateness of the model for its specific use, reasonableness of the model assumptions and the accuracy of the model implementation.
• Prepare detailed reports describing the mathematical analytics of the model, validation techniques employed, test results obtained, and any model limitations noted.
• Prepare Management summaries highlighting the outcome of the validation process for each model and outlining recommendations for approval or further improvements.
• Establish and maintain productive working relations with internal model development groups such as US and CAD Retail Model Development, Financial Stress Testing (FST), etc., as well as external vendors who have developed customized models for TD.
• Play a key role in ensuring the appropriate use of risk models. Identify the need to implement new models/techniques for risk management as industry standards evolve and regulatory requirements change.
• Stay current in knowledge of credit risk management methodologies, predictive modeling and statistical analysis.

Requirements and/or qualifications:

• Strong statistical background and excellent analytical and problem solving skills with a graduate degree in one or more of the following areas: statistics, economics, finance, mathematics, computer science and engineering.
• At least 5 years of experience with modeldevelopment/validation,including machine learning models, dealing with PPNR stress testing, scorecard and/or capital models
• Hands-on experience with relevant programming languages, such as Python, SAS, R is a must
• Knowledge in retail banking products, customer behaviours, and macroeconomic impacts is a definite asset
• Excellent verbal and written communication skills
• Good time management and multitasking skills
• Quick learner who grasps new concepts and techniques quickly
• Must be a good team player

Please be advised that this job opportunity is subject to provincial regulation for employment purposes. It is imperative to acknowledge that each province or territory within the jurisdiction of Canada may have its own set of regulations, requirements.

If you’re interested in a specific career path or are looking to build certain skills, we want to help you succeed. You’ll have regular career, development, and performance conversations with your manager, as well as access to an online learning platform and a variety of mentoring programs to help you unlock future opportunities. Whether you have a passion for helping customers and want to expand your experience, or you want to coach and inspire your colleagues, there are many different career paths within our organization at TD – and we’re committed to helping you identify opportunities that support your goals.

We will provide training and onboarding sessions to ensure that you’ve got everything you need to succeed in your new role.

Sans Objet