Liquidity Risk Modeling & Validation Analyst (Toronto)

TD Bank Group; Toronto; On-site; CAD 70,000 - 98,000; Full time

Benefits offered by this job

Total Rewards Package

Accommodation

Job summary

TD Bank Group is seeking a Modelling/Forecasting Analyst to join the Model Validation team in Toronto. You will validate liquidity risk models used by TD Treasury and Balance Sheet Management, and develop comprehensive testing plans to ensure model integrity and regulatory compliance.

Applicants should have strong quantitative skills, experience with Python/SQL/SAS, and familiarity with liquidity risk concepts.

Qualifications

• Advanced quantitative skills in statistics/econometrics/finance.
• Experience validating risk or pricing models.
• Strong programming in Python, SQL, SAS, VBA.
• Knowledge of liquidity risk management.

Responsibilities

• Validate liquidity risk models for TD Treasury and B/S.
• Develop and execute validation test plans.
• Draft validation reports for regulatory review.
• Collaborate with model development, audit and stakeholders.

Skills

Quantitative skills

Python

SQL

SAS

VBA

Time-series

Liquidity risk

Risk management

Communication

Education

Statistics

Econometrics

Finance

Tools

JSON

Scala

Job description

TD Bank Group is seeking a Modelling/Forecasting Analyst to join the Model Validation team in Toronto. You will validate liquidity risk models used by TD Treasury and Balance Sheet Management, and develop comprehensive testing plans to ensure model integrity and regulatory compliance.

Applicants should have strong quantitative skills, experience with Python/SQL/SAS, and familiarity with liquidity risk concepts.