Manager, Advanced Analytics (Quants)

TD; Toronto; On-site; CAD 91,000 - 137,000; Full time

Job summary

An established industry player is seeking a Manager for Advanced Analytics to lead model validation efforts. This role involves validating complex models, developing benchmarks through machine learning, and preparing analytical reports. You will collaborate with internal and external teams to ensure compliance with evolving industry standards. The company offers a comprehensive rewards package and fosters a supportive work environment, making it an excellent opportunity for professionals looking to advance their careers in analytics and risk management.

Benefits

Comprehensive Total Rewards package

Career development opportunities

Supportive work environment

Accommodations for candidates with disabilities

Qualifications

• 3-5 years of experience in model development or validation.
• Proficiency in Python, SAS, and R is essential.

Responsibilities

• Validate models related to stress testing and AML risks.
• Develop benchmarks using machine learning algorithms.

Skills

Python

SAS

R

Communication Skills

Teamwork Skills

Education

Graduate degree in Statistics

Graduate degree in Economics

Graduate degree in Finance

Graduate degree in Mathematics

Graduate degree in Computer Science

Graduate degree in Engineering

Job description

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Pay Details:

Work Location: Toronto, Ontario, Canada

Hours: 37.5

Line Of Business: Analytics, Insights, & Artificial Intelligence

Pay Range: $91,200 - $136,800 CAD

This role is eligible for a discretionary variable compensation award based on performance.

Job Description:

Department Overview: The Model Validation (MV) group is a centralized model risk management function within the Bank, responsible for vetting and approving complex mathematical and statistical models used across various banking functions.

Responsibilities:

• Validate models related to stress testing, AML risks, adjudication, marketing, and analytics.
• Develop benchmarks using machine learning algorithms for model validation.
• Prepare detailed analytical reports and management summaries.
• Maintain relationships with internal and external model development teams.
• Identify and recommend new models and techniques as industry standards evolve.
• Stay current with credit risk management methodologies and statistical analysis.

Qualifications:

• Graduate degree in statistics, economics, finance, mathematics, computer science, or engineering.
• 3-5 years of experience in model development/validation, stress testing, scorecards, or AML models.
• Proficiency in Python, SAS, R.
• Knowledge of retail banking products and AML risks is a plus.
• Excellent communication and teamwork skills.

Additional Information:

TD offers a comprehensive Total Rewards package, career development opportunities, and a supportive work environment. The role complies with provincial employment regulations and offers accommodations for candidates with disabilities.