VP, Quant Research - TD Asset Management

TD Bank; Montreal; On-site; CAD 90,000 - 130,000; Full time

Job summary

TD Asset Management is seeking a VP-level quantitative researcher to develop and maintain risk models. The role involves utilizing advanced data science techniques, collaborating with various teams, and ensuring models align with market conditions. Ideal candidates will have a graduate degree and significant experience in quantitative research.

Qualifications

• 3+ years of experience in a quantitative investment research or data science role.
• Knowledge or experience in multifactor equity or risk modeling.
• CFA designation or working towards obtaining it.

Responsibilities

• Research, develop, test, implement and maintain quantitative risk models.
• Design, prototype, test, and document enhancements to forecasting models.
• Support client portfolio management and relationship management teams.

Skills

Predictive modeling

Time series forecasting

Deep learning

Applied statistics

Linear algebra

Python

SQL

Education

Graduate degree (Master or Ph.D.) in Quantitative Finance, Economics, Data Science, Statistics, Mathematics

Job description

TD Asset Management (TDAM), a member of TD Bank Financial Group, is a leading North American investment manager offering progressive investment solutions to both institutional and individual investors. The Quantitative Research team is looking for a self-motivated and hard-working quantitative researcher to fill a full-time permanent position at a VP level. The candidate's primary responsibilities will be to research, develop, test, implement and maintain quantitative risk models.

Responsibilities :

• Apply specialized skills and fundamental data science methods such as predictive modeling, time series forecast or deep learning, to build risk forecasting models.
• Design, prototype, test, and document enhancements to the existing forecasting models.
• Continuously evaluate relevance of forecasting models and research for the current product mix and market conditions.
• Help in the management of TDAM’s Quantitative Equity mandates.
• Support the client portfolio management and relationship management teams for ad-hoc analysis.
• Stay on top of economic and market conditions impacting the portfolios.
• Closely monitor and understand each strategy’s intended and unintended risks.
• Review, understand and vet changes in model preferences over time.
• Work closely with TDAM's data, quantitative research, portfolio management and risk management teams.
• Coordinate with internal partners in the technology and business analyst teams to specify requirements for improvements.
• Test and validate applications on the quantitative equity portfolio management system.

Job Requirements

• Graduate degree (Master or Ph.D.) in a quantitative field such as Quantitative Finance, Economics, Data science, Statistics, Mathematics, or a technical field.
• 3+ years of experience in a quantitative investment research or data science role.
• Knowledge or experience in multifactor equity or risk modeling.
• Proven proficiency in Python and related packages. Strong familiarity with SQL.
• Strong command of foundations of applied statistics and linear algebra.
• Highly motivated, collaborative mindset.
• CFA designation or working towards obtaining it.

J-18808-Ljbffr

Create a job alert for this search