Modelling / Forecasting Senior Analyst (Quants)- 4151
Description
The role of a Senior Analyst involves performing independent initial and ongoing validations of Derivative Pricing and xVA valuation, with a specific focus on equity derivatives across TD's global trading business. The analyst will prepare detailed validation reports, develop and implement validation methodologies aligned with industry best practices and regulatory requirements, and maintain expert knowledge in equity derivative pricing. This position requires collaboration with various internal teams to ensure model appropriateness and accuracy.
What We're Looking For
Perform independent initial and ongoing validations of Derivative Pricing and xVA valuation, focusing on equity derivatives.
Prepare initial/ongoing validation reports detailing model assumptions, analytical methodologies, assessments, computational methods, and test results.
Develop and implement validation methodologies and standards.
Ensure methodologies and standards align with industry best practices, regulatory, and audit requirements.
Maintain professional knowledge of equity derivative pricing techniques and developments, sharing knowledge with partners and management.
Work effectively with Global Equity Derivatives Front Office (FO), Model Development (MD) Group, and IT support teams for MD and FO to ensure model appropriateness and accuracy.
Ideal Candidate
Graduate degree in a quantitative discipline (MSc, MMF or PhD).
Expert knowledge of pricing theory, stochastic calculus, and numerical techniques used in derivative pricing (PDE/trees, Monte Carlo simulation, optimization).
Expert knowledge of CCR/xVA modeling techniques and parameter calibration techniques.
Proficient in relevant programming languages such as Python or C/C++.
Ability to write comprehensive technical documents.
Excellent quantitative skills with a background in one of the following areas: mathematics, physics, engineering, computational finance, statistics.
Fast learner who grasps complex concepts and techniques quickly and works independently under tight deadlines.
Good time management skills with minimal supervision.
Minimum Education
Graduate degree (MSc, MMF or PhD) in a quantitative discipline
Hard Skills
Soft Skills
Work Hours
37.5 hours/week
Benefits
About the Company
The Toronto-Dominion Bank
The Toronto-Dominion Bank and its subsidiaries are collectively known as TD Bank Group, one of the largest banks in North America. TD provides a wide range of personal, commercial, and investment banking products and services to over 27 million customers globally. Headquartered in Toronto, Canada, the bank operates through key segments including Canadian Retail, U.S. Retail, and Wholesale Banking.
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