Td Bank Manager Advanced Analytics Quants 

Canada, Ontario, Toronto 

247104220

Toronto, Ontario, CanadaAnalytics, Insights, & Artificial Intelligence

DEPARTMENT OVERVIEW

The Trading Risk Model Development group within Model Development is responsible for the development, maintenance and calibration of various Market and Counterparty Credit Risk models. We interact with various stakeholders in the bank, including Technology, Market Risk, Product Control, Model Validation (MV), and TD Securities (TDS) to achieve our mandate.

JOB DESCRIPTION

The role will involve the following:

• Create, maintain, and execute model implementation testing requirements and test strategies for pricing models used for TD Securities' trading portfolios (e.g. foreign exchange, commodities, interest rate, bonds, etc.), and integration with related input models (e.g. curves) and downstream market risk models (e.g. VaR, FRTB, Counterparty Credit Risk).

• Provide quantitative support to model user stakeholders (e.g. Market Risk, Product Control) during the end-to-end testing phases in UAT/Pre-Production system environments.
• Providing leadership to turn testing requirements into delivery test cases and test plan with analyses and recommendations that meet business objectives within a timely and cost-effective manner.
• Providing timely updates on project test execution and status, analyses and findings to senior management and various stakeholders.
• Identifying and escalating issues to the appropriateindividual(s)/group(s)to ensure promptattention/resolution.
• Extremely organized, great at building and maintaining stakeholder relationships.
• Staying energized, productive and focused in the face of challenges, ambiguity, change or strenuous demands.
• Build trust with stakeholder groups and maintain good working relationship with other departments.
• Part of an effective and diverse team to effectively deliver productivity, quality and innovation

QUALIFICATIONS / SKILLS / EXPERIENCES

• 3+ years of practical experience related to model development, model validation, or model implementation for pricing models, market risk, or counterparty credit risk for financial derivatives and other products in the bank's trading portfolios.
• Strong knowledge and understanding of financial derivatives and statistical modelling approaches for various asset classes (e.g. Rates, Credit, FX, Commodities, Equities, etc.).
• Experience in conducting User Acceptance Testing including designing test strategy, test plan, and detailed test cases.

• Strong working knowledge and hands-on experience using a common industry used programming language (e.g. VBA, Python, C++) in the context of data and statistical analysis.
• Ability to clearly communicate complex financial concepts and obtain clarifications as necessary when discussing requirements.
• Good inter-personal skills to build and maintain productive working relationships with various business partners across the Bank and on different levels of organization.
• Superior organizational skills - must be able to identify and track project dependencies & blockers, ensure proper resolution of outstanding items, document meeting minutes and takeaways in a clear and concise manner.
• Prior experience with delivering major regulatory programs and/or infrastructure implementations is an asset.
• Experience and comfort level acting as a subject matter expert and consultant, as well as contributor to potential project assessments
• Experience working with Atlassian tools (JIRA, Confluence, Bitbucket) is an asset
• Ability to work independently and coach or guide team members
• Excellent analytical, problem solving, organizational, and communication skills.

EDUCATION REQUIREMENTS

• University degree in Quantitative Finance, Mathematics, Statistics, Computer Science, Engineering or related field. Postgraduate degree would be an asset.
• Industry certification (e.g. CFA, CSC, FRM) is also considered an asset

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