Senior Physical Climate Risk Quant Lead

TD; Toronto; On-site; CAD 97,000 - 137,000; Full time

Job summary

TD's Climate Risk Measurement team in Toronto invites experienced quantitative risk professionals to develop and implement physical climate risk measurement capabilities. You will translate climate hazard data into portfolio and credit risk metrics and work with cross-functional teams to embed insights into risk management.

The role requires advanced modelling, geospatial analytics, and experience with Python, R, SAS, and Databricks, delivering transparent analyses for regulators and senior

Qualifications

• Master’s degree or PhD in a quantitative discipline with at least three years of related experience; or a bachelor’s degree with at least five years of related experience.
• Proficiency in Python, R, SAS, or similar programming languages; experience with geospatial analysis and large datasets.
• Experience building and validating quantitative climate/credit risk models.

Responsibilities

• Develop physical risk methodologies for hazards like flood, wildfire, hurricane, and extreme heat.
• Translate hazard and exposure data into financial risk measures (PD, LGD, ECL).
• Integrate third-party climate models and manage model risk documentation.
• Deliver analyses and reporting for risk management and regulatory stakeholders.

Skills

Python

R

SAS

Geospatial analysis

Data analysis

Communication

Education

Master's degree or PhD in a relevant quantitative discipline

Bachelor’s degree with 5+ years of related experience

Tools

Databricks

Power BI

Job description

TD's Climate Risk Measurement team in Toronto invites experienced quantitative risk professionals to develop and implement physical climate risk measurement capabilities. You will translate climate hazard data into portfolio and credit risk metrics and work with cross-functional teams to embed insights into risk management.

The role requires advanced modelling, geospatial analytics, and experience with Python, R, SAS, and Databricks, delivering transparent analyses for regulators and senior