Job Description

TD Description

Tell us your story. Don\'t go unnoticed. Explain why you\'re a winning candidate. Think "TD" if you crave meaningful work and embrace change like we do. We are a trusted North American leader that cares about people and inspires them to grow and move forward.

Stay current and competitive. Carve out a career for yourself. Grow with us. Here\'s our story:

Department Overview

Non-retail credit risk model development

Job Requirements

Job Requirements
The successful candidate is expected to have:

• A university degree in Finance, 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 oral), ability to effectively present technical, business, and project management subjects to multiple 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

Hours

37.5




Reporting to the Manager, Non-Retail Model Development, the Senior Analyst will lead the development of Non-Retail Credit Risk Rating models.

• 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

Inclusiveness

At TD, we are committed to fostering an inclusive, accessible environment, where all employees and customers feel valued, respected and supported. We are dedicated to building a workforce that reflects the diversity of our customers and communities in which we live and serve. If you require an accommodation for the recruitment/interview process (including alternate formats of materials, or accessible meeting rooms or other accommodation), please let us know and we will work with you to meet your needs.

Additional Information

#LI-Hybrid

Business Line

Corporate

Job Category - Primary

Risk Management

Job Category(s)

Risk Management

Job Family

Advanced Analytics & Modelling

Time Type

Full Time

Employment Type

Regular

TD Bank