Senior Quantitative Modeller - Credit Risk Forecasting

TD; Canada; On-site; CAD 60,000 - 80,000; Full time

Job summary

A leading financial institution is seeking a dedicated credit risk model developer in Toronto. The successful candidate will develop credit risk models, ensuring compliance with regulations and collaborating with internal units. With a focus on predictive modeling using statistical techniques, this role demands strong leadership and analytical skills. Ideal candidates possess a relevant university degree and programming experience in SAS, SQL, Python, or R, along with 3+ years in the banking industry.

Benefits

Health and well-being benefits

Savings and retirement programs

Career development opportunities

Qualifications

• Strong knowledge of statistical model development and validation techniques.
• Three or more years of experience in retail banking or credit risk modeling.
• Proficiency with large datasets for data mining and predictive modeling.

Responsibilities

• Develop and validate credit risk models for retail credit portfolios.
• Collaborate with internal and external stakeholders on model approvals.
• Provide deep analysis of credit risk drivers under various scenarios.

Skills

Statistical analysis

Data mining

Predictive modeling

Leadership

Communication

Education

University degree in Statistics or related field

Tools

SAS

SQL

Python

R

MATLAB

Job description

A leading financial institution is seeking a dedicated credit risk model developer in Toronto. The successful candidate will develop credit risk models, ensuring compliance with regulations and collaborating with internal units. With a focus on predictive modeling using statistical techniques, this role demands strong leadership and analytical skills. Ideal candidates possess a relevant university degree and programming experience in SAS, SQL, Python, or R, along with 3+ years in the banking industry.