Modelling / Forecasting Senior Analyst (Quants)
Core
Senior Analyst supporting model implementation testing, control functions, and quantitative support for trading risk and valuation models.
Role type
Senior IC quantitative analyst (model control & testing)
Builds
Production risk management systems and validated pricing models for TD Securities
Domain
Banking / Quantitative Finance / Market Risk
Deliverable
production ML models | product features
Required skills
Financial derivatives knowledge, statistical modelling, quantitative finance concepts, programming (VBA/Python/C++), UAT design and execution, issue escalation
Preferred skills
Postgraduate degree in quantitative fields, CFA/CSC/FRM certification, experience with FRTB/VaR/Counterparty Credit Risk models
Technologies
VBA, Python, C++, FRTB, VaR
Responsibilities
Create and execute model implementation testing strategies for pricing models; Conduct quantitative analyses and investigate testing issues; Provide quantitative support to stakeholders during UAT/Pre-Production; Report project test status and blockers; Escalate issues to ensure resolution
Seniority
Senior, hands-on IC