Senior Quantitative Analyst: Stress-Testing Model Lead

TD; Wilmington (DE); On-site; USD 76,000 - 114,000; Full time

Job summary

TD Bank's treasury model development team seeks a Senior Quantitative Analyst to build and maintain advanced quantitative models for forecasting balance and fee income on loan and deposit products. In-office only, Wilmington, DE or Mount Laurel, NJ; remote work not eligible.

The role requires a strong background in statistics and modeling, hands-on coding with SQL/SAS/Python/R, and ability to communicate complex concepts to business partners and regulators.

Qualifications

• Master's degree in a quantitative field; PhD preferred but not required.
• 0 to 1 year of experience in quantitative model development is a plus.
• Strong hands-on expertise with SQL/SAS/Python/R.
• Deep knowledge of banking data and industry practices.
• Ability to communicate complex concepts to business partners and regulators.

Responsibilities

• Develop and maintain quantitative models to forecast balance and fee income.
• Provide analytical and modeling support for pricing and risk management.
• Collaborate with cross-functional teams across business, risk, technology, and compliance.

Skills

SQL/SAS/Python/R

Banking domain knowledge

Communication with stakeholders

Cross-functional collaboration

Financial modeling

Education

Master's degree in statistics / math / econometrics / engineering / finance / CS

PhD preferred

Tools

SAS

SQL

Python

R

Job description

TD Bank's treasury model development team seeks a Senior Quantitative Analyst to build and maintain advanced quantitative models for forecasting balance and fee income on loan and deposit products. In-office only, Wilmington, DE or Mount Laurel, NJ; remote work not eligible.

The role requires a strong background in statistics and modeling, hands-on coding with SQL/SAS/Python/R, and ability to communicate complex concepts to business partners and regulators.