Quants Risk Analyst - 53308

Job ID: 53308

# of positions: 1

Duration: June 2025

Interview Process: 2 rounds

Work Location: Twice a week

SUMMARY OF DAY TO DAY RESPONSIBILITIES:

• Participate in the development, tuning, and documentation for new or amended Borrower Risk Rating (BRR), Facility Risk Rating (FRR), and Expected Loss (EL) models

• Engage with working groups of subject matter experts to ensure that all credit risk models are current per best industry practices and standards

• Review and understand risk rating methodologies of public rating agencies (Moody's, S&P, Fitch, DBRS) and identify potential gaps with internal models

• Create and manipulate extensive data spreadsheets for the purpose of model tuning, stress and sensitivity testing

• Conduct extensive Business Acceptance Testing to ensure that models meet design specifications

• Support Annual Model Review and Model Validation schedules as required, including data and documentation preparation

• Work closely with Credit Risk Policy in the launch of new initiatives or reviews, and work extensively with TDBNA to ensure enterprise-wide models are consistent cross-border

• Complete ad hoc analysis in a timely manner as requested

MUST HAVE:

Excel

SQL

Python

Credit Risk Experience

Working knowledge of non-retail credit risk rating methodologies and Basel parameters

NICE TO HAVE

1.) TD experience in credit risk area would help

2.)

3.)

Requirements

• A university degree in Finance, Economics, Statistics, or a related discipline. A relevant professional designation (MBA, FRM, CFA) will be considered a plus

• Proficiency in MS Excel, SQL and Python in the context of data manipulation, data mining, statistical analysis, and predictive modelling

• 3+ years of progressive work experience in commercial/corporate banking function or other credit risk areas

• Strong communication skills (both written and verbal), ability to effectively present technical, business, and project management subjects to senior stakeholders

• Working knowledge of non-retail credit risk rating methodologies and Basel parameters (PD, LGD, EAD)

• Strong problem-solving skills, ability to independently identify and solve problems in an efficient and timely manner