Research Associate, Quantitative Research Team - TD Asset Management
Core
Build, test, and maintain quantitative equity return forecasting (alpha) models using statistical methods, factor modeling, and machine learning for TD Asset Management's institutional and retail clients.
Role type
Research Associate, Quantitative Research
Builds
Production alpha models for equity return forecasting
Domain
Financial Services / Quantitative Equity Research
Deliverable
production ML models
Required skills
Predictive factor modeling, time series forecasting, deep learning, Python programming, SQL query writing, stochastic calculus, probability theory, statistics, financial market knowledge (equities)
Preferred skills
Agentic AI systems design and deployment, portfolio optimization, risk modeling (BARRA, APT, VaR, stress testing), MATLAB or R programming, CFA designation, bilingualism (English/French)
Technologies
Python, SQL, VS Code, GitHub, MATLAB, R
Responsibilities
Develop new equity returns forecasting models using data science methods; test, document, and vet models per regulatory requirements; monitor model performance and update alpha models; collaborate with data, portfolio management, and risk teams; support ad-hoc client analysis; present research findings to internal and external stakeholders; write research articles or white papers.
Seniority
Junior, recent graduate