Quantitative Modelling & Forecasting Analyst

The Toronto-Dominion Bank (Canada); Toronto; On-site; CAD 70,000 - 98,000; Full time

Job summary

The Toronto-Dominion Bank (Canada) is seeking a quantitative professional to validate Liquidity Risk Management models across US/Canada jurisdictions. You will design validation tests, review BRD assumptions, and assess data quality and governance.

Role requires advanced quantitative skills, familiarity with Python/SQL/SAS, and strong written/verbal communication. Collaboration with Treasury, Audit, and risk partners is essential for compliant model validation and reporting.

Qualifications

• Advanced quantitative skills with post-secondary degree in statistics, econometrics, math, finance or financial risk management.
• CFA/FRM charter holder or candidate preferred; data risk or operational risk assets.
• Strong programming and data handling abilities; experience with LRM is a plus.

Responsibilities

• Support independent validation of Liquidity Risk Management models for TD; validate model inputs, BRD, and outputs.
• Draft high-quality model validation reports for regulators and internal audits.
• Collaborate with model development, audit, and other partners to ensure compliance with risk policies.

Skills

Python

SQL

SAS

VBA

JSON

Scala

Education

Advanced degree in Statistics / Econometrics / Mathematics / Finance

CFA / FRM candidate

Tools

JSON

Scala

Job description

The Toronto-Dominion Bank (Canada) is seeking a quantitative professional to validate Liquidity Risk Management models across US/Canada jurisdictions. You will design validation tests, review BRD assumptions, and assess data quality and governance.

Role requires advanced quantitative skills, familiarity with Python/SQL/SAS, and strong written/verbal communication. Collaboration with Treasury, Audit, and risk partners is essential for compliant model validation and reporting.