Senior Analyst, Trading Surveillance

TD•Toronto, ON

3d•CA$76,800 - CA$115,200•Onsite

About The Position

The Model Validation (MV) group in Enterprise Risk, Risk Management is responsible for the independent validation and approval of all analytical models used for TD. The position reports to Senior Manager, Trading Surveillance and Insider Risk Models Validation. Detailed accountabilities include: Validates Financial Crime Risk Management (FCRM) models for Trading Surveillance Conduct validation testing and analysis for different FCRM models under Senior Manager or Manager supervision to support various business initiatives and regulators requirements. Have effective communication with different stakeholders from 1st line to discuss and solve model limitations / issues identified during the validation process. Deliver high quality model validation reports with adequate information and justification to support validation conclusions and Audit / regulator review / assessment of validation process and validation analysis. Maintains professional knowledge of modelling techniques and developments for Trading Surveillance. Develops different validation testing to assess advanced Trading Surveillance models

Requirements

Post-secondary degree in one or more of the following areas: computer science, statistics, mathematics, financial engineering, or engineering.
Good Knowledge of Trading Strategy and Algorithm
2 years + Experience in either developing or validating FCRM model with exposure in AI/ ML modelling; and experience in FCRM modeling for Trading Surveillance is an asset.
Good in relevant programming languages & software such as Python, H2O.AI, Scala, etc.
Excellent verbal and written communication skills
Excellent time / project management and multitasking skills with minimal supervision

Nice To Haves

experience in FCRM modeling for Trading Surveillance is an asset.

Responsibilities

Validates Financial Crime Risk Management (FCRM) models for Trading Surveillance
Conduct validation testing and analysis for different FCRM models under Senior Manager or Manager supervision to support various business initiatives and regulators requirements.
Have effective communication with different stakeholders from 1st line to discuss and solve model limitations / issues identified during the validation process.
Deliver high quality model validation reports with adequate information and justification to support validation conclusions and Audit / regulator review / assessment of validation process and validation analysis.
Maintains professional knowledge of modelling techniques and developments for Trading Surveillance.
Develops different validation testing to assess advanced Trading Surveillance models
Works in a highly interactive, team-oriented environment with Big Data developers, and analytical experts
Stays current on developments in Trading Surveillance modelling
Works closely with key stakeholders to conduct different validations in time to support different business initiatives
Executes on the validation plan to deliver results aligned with enterprise model validation procedures and model risk policy
Shares knowledge, information, skills, and subject matter expertise among the team; Collaborates with other functions and teams to complete validation efficiently and in-time escalate identified issues.