Modelling / Forecasting Senior Analyst (Quants)

TD•Toronto, ON

3d•CA$81,600 - CA$115,200•Onsite

About The Position

Seeking a detail-oriented analyst to join the Retail Model Performance Monitoring team. In this role, one will be responsible for monitoring the performance of various models used for allowance and stress testing, ensuring they meet predefined accuracy and efficacy standards. The ideal candidate will possess strong quantitative skills, programming/automation techniques, and the ability to collaborate with cross-functional and multi-geographical location teams.

Requirements

Proficient PC skills including a strong competency in MS Excel and PowerPoint, and a variety of analytical and reporting software packages
Strong programming skills that enables process automation, i.e. MS VBA, Python.
Advanced knowledge of SAS programming or other mainstream data analytical languages i.e. Python, SQL, R.
Ability to navigate multiple data warehouse platforms and different data environments
Strong analytical and program solving skills are required to interpret data and draw conclusions
Excellent written and verbal communications skills

Nice To Haves

SAS certification a plus
Understanding of Credit Risk Parameter Models PD/EAD/LGD and concepts of capital reserves, RWA and allowance a strong plus.
3-5+ years in Business Intelligence, Reporting or Data Visualization experiences, related certificate is an asset
Candidate should have knowledge of the Banking industry
Experience or knowledge with retail lending and accounting standard for credit loss a plus

Responsibilities

Monitor performance of PD/EAD/LGD models used for various regulatory usage
Collaborate with Modeling analysts to align model process logic and data treatment.
Support regular audits and validations of monitoring processes.
Generate and automate reports and presentations summarizing performance metrices, actions and recommendations.