Manager, Advanced Analytics
About The Position
The risk model development department is seeking an experienced model developer to enhance TD's retail stress testing framework by incorporating environmental and climate risk impacts into financial stress projections for residential lending portfolios. The incumbent will design, develop, and support model components that quantify climate-related impacts or other economic risks within TD's U.S. retail stress testing process, with a near-term focus on mortgage and home equity portfolios. The ideal candidate will combine quantitative modeling expertise, programming capability, and practical familiarity with credit risk, stress testing, or climate risk analytics. The retail model development group within risk is responsible for the creation of credit risk models on TD's consumer lending portfolios, including mortgage, home equity, auto lending, small business and credit cards for cross-border stress testing exercises.
Requirements
- Prior programming experience with one or more statistical applications such as SAS, Stata, or SPSS, or related programming languages such as Python or R.
- Master's degree or PhD in a quantitative discipline, or at least three years of experience in quantitative analytics or model development.
- Strong written and verbal communication skills, including the ability to explain quantitative methods and model results to technical and non-technical stakeholders.
Nice To Haves
- Experience with credit risk analytics, financial stress testing, or model development in a large and complex financial institution.
- Experience with climate risk analytics, environmental risk modeling, or location-based physical risk tools such as Munich Re Location Risk Intelligence.
- Experience building computational simulations.
- Advanced SAS experience.
Responsibilities
- Design, develop, and support model components that quantify climate-related impacts or other economic risks within TD's U.S. retail stress testing process, with a near-term focus on mortgage and home equity portfolios.
Benefits
- health and well-being benefits
- savings and retirement programs
- paid time off
- banking benefits and discounts
- career development
- reward and recognition programs
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What This Job Offers
Job Type
Full-time
Career Level
Manager
