Modelling / Forecasting Senior Analyst (Quants)- 4151

Work Location:

Toronto, Ontario, Canada

Hours

37\.5

Line Of Business

Analytics, Insights, \& Artificial Intelligence

Pay Details

76,800 - 115,200 CAD

TD is committed to providing fair and equitable compensation opportunities to all colleagues. Growth opportunities and skill development are defining features of the colleague experience at TD. Our compensation policies and practices have been designed to allow colleagues to progress through the salary range over time as they progress in their role. The base pay actually offered may vary based upon the candidate's skills and experience, job-related knowledge, geographic location, and other specific business and organizational needs.

As a candidate, you are encouraged to ask compensation related questions and have an open dialogue with your recruiter who can provide you more specific details for this role.

Job Description

The position reports to Senior Manager within MV.

Detailed Accountabilities Include

• Perform independent initial and ongoing validations of Derivative Pricing and xVA valuation across TD's global trading business, with focus on equity derivatives.
• Prepare corresponding initial/ongoing validation reports outlining model assumptions, analytical methodologies and assessments, computational methods and test results.
• Develop/implement validation methodologies and standards. Ensure that the validation methodologies and standards are in line with industry best practice or address regulatory and audit requirements and/or findings in a timely manner.
• Maintain full professional knowledge of techniques and developments in the field of equity derivative pricing and share knowledge with business partners and senior management.
• The position involves working effectively with different internal partners such as Global Equity Derivatives in TDS Front Office (FO), Model Development (MD) Group, and IT support teams for MD and FO; to ensure the appropriateness and accuracy of models used by the bank

Job Requirements.

• Graduate degree in a quantitative discipline: MSc, MMF or PhD
• Expert knowledge of pricing theory, stochastic calculus and numerical techniques used in derivative pricing (PDE/trees, Monte Carlo simulation, optimization) as well as CCR/xVA modeling techniques and parameter calibration techniques.
• Proficient in relevant programming languages such as Python or C/C\+\+ is required.
• Ability to write comprehensive technical documents is required.
• Excellent quantitative skills with background in one of the following areas: mathematics, physics, engineering, computational finance, statistics
• Fast learner who grasps complex concepts and techniques quickly and works independently under tight deadlines
• Good time management skills with minimal supervision

Who We Are

TD is one of the world's leading global financial institutions and is the fifth largest bank in North America by branches/stores. Every day, we strive to make every interaction, product, and experience remarkably human and refreshingly simple for over 27 million households and businesses in Canada, the United States and around the world. More than 95,000 TD colleagues bring their skills, talent, and creativity to foster deeper relationships, ensure disciplined execution, and build a simpler, faster banking experience. TD is deeply committed to being a leader in client experience, that is why we believe that all colleagues, no matter where they work, are client facing. Together, we are reimagining what banking can be for our clients, colleagues and communities.

Our Total Rewards Package

Our Total Rewards package reflects the investments we make in our colleagues to help them and their families achieve their financial, physical, and mental well-being goals. Total Rewards at TD includes a base salary, variable compensation, and several other key plans such as health and well-being benefits, savings and retirement programs, paid time off, banking benefits and discounts, career development, and reward and recognition programs. Learn more

Additional Information

We’re delighted that you’re considering building a career with TD. Through regular development conversations, training programs, and a competitive benefits plan, we’re committed to providing the support our colleagues need to thrive both at work and at home.

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.

Colleague Development

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.

If you’re passionate about helping clients and building deep, lasting relationships, TD offers diverse career paths where you can grow your expertise and make a meaningful impact.

We're committed to your success and foster a respectful workplace where diverse perspectives are valued, everyone has fair opportunities to grow, and you can unlock your full potential to achieve your career goals. Here at TD, we hire and develop the best.

Training \& Onboarding

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

Interview Process

We’ll reach out to candidates of interest to schedule an interview. We do our best to communicate outcomes to all applicants by email or phone call.

Accommodation

Your accessibility is important to us. Please let us know if you’d like accommodations (including accessible meeting rooms, captioning for virtual interviews, etc.) to help us remove barriers so that you can participate throughout the interview process.

We look forward to hearing from you!

Language Requirement (Quebec Only)

Sans Objet