Td Bank Quantitative Analytics Specialist TDS 

Canada, Ontario, Toronto 

264049441

Toronto, Ontario, Canada

$120,000 - $150,000 CAD This role is temporarily eligible for a pay premium above the posted salary range that is reassessed annually. You are encouraged to have an open dialogue with your recruiter who can provide more specific pay details for this role.

With more than 6,900 professionals operating out of 32 cities across the globe, we

Job Description

Due to continuing business growth, we are looking for a L10 Quantitative Analytic Specialist to join the QMA team in Toronto as a quantitative modeling specialist. This individual will be responsible for a range of tasks including

• Implement and maintain start-of-the-art valuation framework and pricing engines for financial derivatives in the C++ model library.

• Perform thorough literature review to ensure the models are kept abreast of latest market practices and different model methodologies have been weighed against their respective pros and cons before actual implementation.

• Document the implementation details in library codebase and in Model Development Report.

• Execute sufficient testing of the library updates prior to deployment.

• Partner with other areas in TDS including front office trading and sales desks, technology, risk management, treasury, finance, and compliance to deploy new or enhanced models to production.

• Communicate effectively with downstream clients when addressing enquiries on valuation behavior, issues and library updates.

• Maintain strong knowledge of current markets,trends and innovations.

Job Requirements

The successful candidate will demonstrate skills in several distinct areas including

• Strong sense of mathematical modeling, with prior work experience in modeling of financial derivatives preferred.

• Solid understanding of stochastic modeling and curve construction.

• Experienced in implement and apply Monte-Carlo and/or PDE framework to mathematical problems such as pricing financial derivatives or xVA computations.

• Familiar with and comfortable to the standard software development process, including but not limited to version control, Jira ticket tracking and code reviews.

• Superior C++ programming skills with a record of consistent delivery.

• An advanced degree with minimum 3 years of experience in a software development or quantitative analytics role. Advanced degree can be a master or PhD in quantitative fields (e.g. Math, Physics, Engineering, Quantitative Finance). Alternatively, candidates with a bachelor's degree in quantitative areas plus 5-year related experience are also considered.

• Outstanding communication skills including but not limited to the ability to communicate complex mathematical formulations to desks and other business partners.

• Ability to work effectively in a team, support other team members in achieving project/business objectives and providing client services.

• Ability to respond quickly to urgent requests and work well in a fast-paced environment with attention to details.

Join in on what others in TD Technology Solutions are doing:

• Inspire a positive work environment and help champion quality, innovation, teamwork and service to the business.

• Learn voraciously, stretch your thinking, share your knowledge and educate others.

• Communicate and collaborate with both technical and non-technical professionals.

• Cultivate winning relationships by building trust with business and technology partners.

• Share our commitment to productivity, effectiveness and operational efficiency.

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