Manager Quantitative Analytics

1 month ago


Street West, United Kingdom TD Bank Full time
Work Location:

Toronto, Ontario, Canada

Hours:

37.5

Line of Business:

Risk Management

Pay 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:

Job Description :

The successful candidate will be a member of the Non-Retail MV group covering both quantitative and qualitative models designed for Non-retail Credit Risk Capital and Allowance estimation and Non-retail Credit Risk and PPNR Stress Testing. The position reports to the Senior Manager, Non-Retail Model Validation group within MV.

Detailed accountability includes:
• Validate non-retail models including Credit Risk Parameters (i.e., PD, LGD and EAD) and allowance Models (i.e. IFRS 9 and CECL), and Credit Risk and PPNR stress testing models for the non-retail portfolios
• Design and implement validation methodologies and standards. Ensure that the validation methodologies and standards are in line with industry best practice or address regulatory and audit requirements and/or findings in a timely manner.
• Evaluate the conceptual soundness of the model methodology; Reasonability of assumptions and reliability of inputs; Suitability and comprehensiveness of performance metrics and risk measures associated with the use of the model.
• Apply a variety of technical / statistical tests, modeling techniques and business insights to assess the model specification and performance.
• Evaluate and implement external models used for benchmarking internal model performance. Participate in model selection and related due diligence activity.
• Actively participate with business partners in internal data management to ensure data integrity and the completeness of data capture for model validation and development purpose, as well as meet regulatory requirements on data capture and retention.
• Maintain/develop professional knowledge of techniques and developments in the field of quantitative analysis and share knowledge with business partners and senior management.
The position involves working effectively with different internal partners such as the Model Development (MD) Group, Internal Audit, etc.

Job Requirements :

• Robust quantitative skills with an advanced degree in one or more of the following areas: Financial Engineering, Mathematics, Statistics, Econometrics, Computer Science & Engineering
• Proficiency in SAS and at least one of the following: R, MATLAB, Python, VBA
• Ability to write complex SQL queries for data analysis
• Familiarity with various modelling techniques and comfortable to conduct quantitative tests
• Experience in model development or validation is required
• Exposure or experience in credit risk modelling (e.g. AIRB parameter models, allowance models or credit risk stress testing models) for C&I/CRE portfolios is required
• Good understanding of AIRB parameters and IFRS9 / CECL requirements and business acumen in macroeconomics and commercial / wholesale credit lending is an asset
• Inquisitive nature, ability to ask the right questions and escalate issues. Risk & Control mindset
• Good time management and multitasking skills with minimal supervision
• Excellent ability to write comprehensive technical documents is required

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. Learn more

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.

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:

Ce poste n’exige pas la maîtrise d’une langue autre que le français./ This position does not require proficiency in a language other than French..

  • Chester-le-Street, Durham, United Kingdom Goldman Sachs Full time

    RISKThe Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.RISK ENGINEERINGRisk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics,...


  • Chester-le-Street, Durham, United Kingdom Goldman Sachs Full time

    ENGINEERINGWhat We DoAt Goldman Sachs, our Engineers don't just make things - we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure...


  • Co. West Midlands, United Kingdom Harnham Full time

    Analytics Engineering Manager Midlands, Remote - once a month on-site Looking to join a global leading company in entertainment production? With a range of products and services, they are using data to help them make their games even better by providing end-to-end analytics services and looking to onboard talented people to push the boundaries of...


  • Co. West Midlands, United Kingdom Harnham Full time

    Analytics Engineering Manager Midlands, Remote - once a month on-site Looking to join a global leading company in entertainment production? With a range of products and services, they are using data to help them make their games even better by providing end-to-end analytics services and looking to onboard talented people to push the boundaries of...


  • West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business.Role: Data & Analytics Governance and Management ManagerSalary: £60k - £80k depending on experienceLocation: 2-3 days a week in a Midlands officeHiring Manager describes the role as:"We are seeking a Data &...


  • West Bromwich, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business.Make sure to apply quickly in order to maximise your chances of being considered for an interview Read the complete job description below.Role: Data & Analytics Governance and Management ManagerSalary: £60k -...


  • West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business.Role: Data & Analytics Governance and Management ManagerSalary: £60k - £80k depending on experienceLocation: 2-3 days a week in a Midlands officeHiring Manager describes the role as:"We are seeking a Data &...


  • West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business. Role: Data & Analytics Governance and Management Manager Salary: £60k - £80k depending on experience Location: 2-3 days a week in a Midlands office Hiring Manager describes the role as: "We are seeking a...


  • West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business.Role: Data & Analytics Governance and Management ManagerSalary: £60k - £80k depending on experienceLocation: 2-3 days a week in a Midlands officeHiring Manager describes the role as:"We are seeking a Data &...


  • Co. West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business. Role: Data & Analytics Governance and Management Manager Salary: £60k - £80k depending on experience Location: 2-3 days a week in a Midlands office Hiring Manager describes the role as: "We are seeking a...


  • Co. West Midlands, United Kingdom Stanton House Full time

    Job Description One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business. Role: Data & Analytics Governance and Management Manager Salary: £60k - £80k depending on experience Location: 2-3 days a week in a Midlands office Hiring Manager describes the role as: "We...


  • Broad Street, United Kingdom Advania UK Full time

    About Us:We are the tech company with people at heart.At Advania, we believe in empowering people to create sustainable value through the clever use of technology. As one of Microsoft's leading partners in the UK, specialising in Azure, Security, Dynamics 365, and Microsoft 365, we have a proven track record of success in delivering transformational IT...


  • Broad Street, United Kingdom Advania UK Full time

    About Us:We are the tech company with people at heart.At Advania, we believe in empowering people to create sustainable value through the clever use of technology. As one of Microsoft's leading partners in the UK, specialising in Azure, Security, Dynamics 365, and Microsoft 365, we have a proven track record of success in delivering transformational IT...


  • West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Governance and Management Manager to lead a team of analysts and manage the data governance framework and processes to ensure best practice.Role: Data & Analytics Governance and Management ManagerSalary: £60k - £77k depending on experience Location: 2-3 days a week in a Midlands office Hiring...


  • West Bromwich, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Governance and Management Manager to lead a team of analysts and manage the data governance framework and processes to ensure best practice.If your skills, experience, and qualifications match those in this job overview, do not delay your application.Role: Data & Analytics Governance and...


  • West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Governance and Management Manager to lead a team of analysts and manage the data governance framework and processes to ensure best practice. Role: Data & Analytics Governance and Management Manager Salary: £60k - £77k depending on experience Location: 2-3 days a week in a Midlands office ...


  • West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Governance and Management Manager to lead a team of analysts and manage the data governance framework and processes to ensure best practice.Role: Data & Analytics Governance and Management ManagerSalary: £60k - £77k depending on experience Location: 2-3 days a week in a Midlands office Hiring...


  • Co. West Midlands, United Kingdom Stanton House Full time

    Job Description One of our leading PLC clients is looking for a Data & Analytics Governance and Management Manager to lead a team of analysts and manage the data governance framework and processes to ensure best practice. Role: Data & Analytics Governance and Management Manager Salary: £60k - £77k depending on experience Location: 2-3 days a week...


  • Co. West Midlands, United Kingdom Stanton House Full time

    One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business. Role: Data & Analytics Governance and Management Manager Salary: £60k - £80k depending on experience Location: 2-3 days a week in a Midlands office We are seeking a Data & Analytics Manager who will be...


  • Co. West Midlands, United Kingdom Stanton House Full time

    Job Description One of our leading PLC clients is looking for a Data & Analytics Manager to support a major tech-driven transformation agenda within the business. Role: Data & Analytics Governance and Management Manager Salary: £60k - £80k depending on experience Location: 2-3 days a week in a Midlands office We are seeking a Data & Analytics...