statistical analyst
Title posted on CareerBeacon -
Modelling Forecasting Specialist (Quants)
Posted on
October 03, 2024
by
Employer details
TD Bank
Job details
Work Location:CanadaHours:37.5Line of Business:Analytics, Insights, & Artificial IntelligencePay Details:We're committed to providing fair and equitable compensation to all our colleagues. As a candidate, we encourage you to have an open dialogue with a member of our HR Team and ask compensation related questions, including pay details for this role.Job Description:Summary 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 team in TBSM is responsible for ensuring appropriate quantitative methodologies and estimation approaches are in place to support TBSM as well as to advance the use of enhanced model and data-driven analytics to support the allocation of scarce financial resources (capital, liquidity and funding) and improve decision making.Responsibilities Reporting to Senior Manager, Treasury Modelling team, the position provides the quantitative analysis and builds the advanced quantitative models for DFAST, EWST, MST and other regulatory and financial programs to meet regulator and business requirements. Detailed accountabilities include:Develop, maintain, and enhance predictive models and statistical analyses to support the regulatory stress testing submissionExecute models and overlays through cyclesPrepare, maintain, and enhance detailed documents for validation and regulatory complianceDesign model-monitoring methodologies and investigate performance issues through regular testing and monitoringPresent methodologies and results to key stakeholders and various regulatory agenciesWork with model risk management teams on validations and resolving model issuesAssist in the implementation of new or modified models into the production environmentCommunicate difficult concepts; convert information to compelling business context and advice; influence and gain alignment across increasingly senior stakeholdersWork autonomously and accountable for acting as a lead within a specialized analytics function and provide work direction to othersQualifications/Competencies Undergraduate degree in Quantitative discipline is required such as Statistics, Mathematics, Operations Research, Econometrics, Finance etc. Graduate's degree is preferred3+ years of Hands-on experience in statistical model development and applied data analysis. Working experience of Regulation models (CCAR/DFAST/ CECL/Basel etc.) preferredSolid programming skills in SAS, Python or R. SAS is preferredAbility to work well in a fast-paced collaborative work environmentEffective time management skills and ability to meet deadlinesStrong technical writing and verbal communication skillsWho 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 g
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LocationToronto, ON
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Workplace information
On site
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SalaryNot available
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Terms of employment
Permanent employmentFull time
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Starts as soon as possible
- vacancies
1 vacancy
- Source
CareerBeacon
#2114024
Advertised until
2024-11-01
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