Manager Advanced Analytics (Quants)
$71,706–$101,232 year
On-site · Toronto, Ontario, Canada
Job Summary
Lead development of non-retail credit risk models (PD, LGD, EAD) and IFRS 9/ stress testing frameworks within TD's Model Development team; design, develop, and enhance quantitative models for credit loss forecasting and regulatory capital; address data sparsity and portfolio heterogeneity; build scalable analytical tools and ensure model validation, monitoring, and governance; collaborate with Risk, Finance, Model Validation, and Technology; clearly communicate model assumptions, limitations, and results to senior management and regulators; demonstrate ownership mindset and drive end-to-end solutions in a regulatory-friendly environment; leverage AI-enabled approaches and machine learning while balancing interpretability and risk management.
Required Qualifications
- Graduate degree in quantitative discipline (e.g., Financial Mathematics, Statistics, Economics)
- Solid experience in credit risk modeling with exposure to wholesale/non-retail portfolios
- Strong understanding of IFRS 9, stress testing, and regulatory capital frameworks (e.g., Basel)
- Proficiency in Python or equivalent programming languages for data analysis and model development
- Strong analytical and problem-solving skills with ability to work with complex, imperfect datasets
- Excellent written and verbal communication skills, with ability to engage senior stakeholders
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