Senior Quantitative Analyst – PPNR Model Validation
Posted 10hrs ago
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Job Description
Senior Quantitative Analyst assessing the design and implementation of PPNR forecasting models at TD Bank. Ensuring models are conceptually sound and compliant with regulatory expectations.
Responsibilities:
- Independently assess the design, performance, and implementation of forecasting and stress testing models
- Evaluate model methodology, assumptions, and design for conceptual soundness
- Assess the quality and appropriateness of model development data and construction
- Conduct testing to evaluate model performance under various scenarios
- Verify model implementation accuracy and assess performance monitoring frameworks
- Provide independent challenge to model developers and track issues through resolution
- Prepare validation reports and communicate findings to stakeholders
- Perform periodic validations to ensure model suitability and identify emerging risks
Requirements:
- Undergraduate degree required, advanced technical degree preferred (e.g., math, physics, engineering, finance or computer science)
- Graduate's degree preferred with either progressive project work experience or 3+ years relevant experience
- In-depth knowledge of quantitative models and statistical analysis
- Strong communications skills, both written and verbal
- Strong interpersonal and consultative communication skills with well-developed presentation skills
- Ability to manage competing priorities effectively, making good decisions based on business priorities and objectives
- Proficiently use Microsoft Office tools to prepare and present analysis results to the audience
- Advanced skills in SAS and SQL
- Advanced level in statistical analysis and modeling tools
- Ability to analyze complex information and develop plans to address identified issues
Benefits:
- Health insurance
- Retirement plans
- Paid time off (including Vacation PTO, Flex PTO, and Holiday PTO)
- Career development programs
- Reward and recognition options



















