Modelling / Forecasting Senior Analyst (Quants)

Description

The NRMD group is hiring a Modelling / Forecasting Senior Analyst to develop, enhance, and implement credit risk models for non-retail portfolios. Detailed responsibilities are as follows :

Develop PD, LGD and UGD models for DFAST, EWST, CECL and IFRS9 usage;

Design econometric models to explore relationships between credit losses and the macroeconomic environment;

Design mathematical and statistical algorithms to enhance existing models;

Conduct applied research for credit risk modeling;

Perform ad hoc analyses as required by management and other business partners;

Participate in design, planning, implementation and testing of various modeling initiatives;

Collaborate with non-retail teams and participate in cross-functional projects as needed;

Produce and maintain well-articulated documentation on above;

Write and maintain robust code for performing the above functions.

Requirements

Graduate degree in a quantitative field, such as Applied Econometrics, Economics, Mathematics, Statistics, Actuarial Science, Computer Science or Physics.

Strong background in data-driven statistical modeling, supervised learning, unsupervised learning and discriminative models.

Strong theoretical and numerical background.

Programming experience in SAS, Python or MATLAB is strongly preferred.

Knowledge of coding standards and object-oriented programming.

Experience working with relational databases and SQL.

Strong interest and ability to undertake applied research.

Out-of-the-box thinker and enthusiastic in solving problems.

Strong written and verbal communication skills.

Ability to work in a multi-disciplinary team setting.

Strong work ethic and adaptable to changing priorities.

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 deliver legendary customer experiences to 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 the Bank, those we serve, and the economies we support. We are guided by our vision to Be the Better Bank and our purpose to enrich the lives of our customers, communities and colleagues.

TD is deeply committed to being a leader in customer experience, that is why we believe that all colleagues, no matter where they work, are customer facing. As we build our business and deliver on our strategy, we are innovating to enhance the customer experience and build capabilities to shape the future of banking. Whether you’ve got years of banking experience or are just starting your career in financial services, we can help you realize your potential. Through regular leadership and development conversations to mentorship and training programs, we’re here to support you towards your goals. As an organization, we keep growing – and so will you.

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.

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. Whether you have a passion for helping customers and want to expand your experience, or you want to coach and inspire your colleagues, there are many different career paths within our organization at TD – and we’re committed to helping you identify opportunities that support your goals.

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