Modelling / Forecasting Senior Analyst (Quants)

TD•Toronto, ON

11d•CA$81,600 - CA$115,200•Onsite

About The Position

The Treasury and Balance Sheet Management (TBSM) department of TD Bank manages TD's non-trading market risk, liquidity risk, capital, investment portfolios, wholesale funding programs, pension plans, and transfer prices funds to the businesses. The Treasury Modelling within TBSM is responsible for ensuring appropriate modelling methodologies are used to support treasury activities and improve decision making. Within the modelling team, this role supports Global Liquidity and TDBG ICAAP (Economic Capital).

Requirements

Strong quantitative skills with a graduate degree in a quantitative discipline such economics, mathematics, statistics, engineering, or similar.
3+ years of model development or validation experience, ideally in a capital or treasury function, with solid programming skills / material preparation ability.
Able to work across teams to achieve complex goals/deliverables in a timely manner.
Good communicator, in addition to documenting complex model concepts thoroughly, is able to present complex material in a clear, concise manner.
Experience with handling regulatory / audit requests.

Nice To Haves

Ideally, familiar with both the US and Canadian regulatory environments.

Responsibilities

Develop models used for Global Liquidity (LCR, NCCF, NSFR, Stress Testing) and TDBG ICAAP (Economic Capital / Pillar II risks).
Advise TBSM and technology resources on pricing library usage; devise and execute testing to support recommendations.
Assist with the validation process with second-line MV, including preparation of model documentation and response to second line inquiries.
Assist with maintenance of such models, including change management, finding closures, ongoing performance monitoring and methodology document updates.
Work effectively with Global Liquidity Management, MV/MRM, TBSM Technology, Market Risk and reporting teams to ensure the soundness and accuracy of the model development and implementation.