Manager, Advanced Analytics - Toronto, Canada - TD Bank

TD Bank
TD Bank
Verified Company
Toronto, Canada

2 weeks ago

Sophia Lee

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Sophia Lee

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Description

TD Description
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Reporting to the Senior Manager, Non-Retail Model Development, the Manager will lead the development of Environment, Social & Governance (ESG) scenario analysis for TD's Non-Retail credit portfolio.


  • Lead ESG scenario analysis utilizing the bank's existing Borrower Risk Rating (BRR), Facility Risk Rating (FRR), and Expected Loss (EL) model frameworks
  • Review and understand risk rating methodologies of internal models and public rating agencies' (Moody's, S&P, Fitch, DBRS)
  • Engage in working groups with stakeholders across ESG, Lines of Business, and Risk Management
  • Work closely with Credit Risk Policy in the launch of new ESG initiatives or reviews
  • Leverage credit modelling expertise to create and manipulate extensive data spreadsheets for the purpose of ESG scenario analysis, stress and sensitivity testing
  • Conduct data mining and data cleansing as required for ESG scenario analysis
Complete ad hoc analysis in a timely manner as requested


Job Requirements

  • 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 ESG or other credit risk areas
  • Working knowledge of nonretail credit risk rating methodologies and Basel parameters (PD, LGD, EAD)
  • Strong problemsolving skills, ability to independently identify and solve problems in an effective and timely manner

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.


Job Family

  • Advanced Analytics & Modelling

Job Category - Primary

  • Risk Management

Job Category(s)

  • Risk Management

Hours

  • 37.5

Business Line

  • Corporate

Time Type

  • Full Time

Employment Type

  • Regular

Country

  • Canada

Province/State (Primary)

  • Ontario

City (Primary)

  • Toronto

Work Location

  • TD Centre
  • TD Tower 66 Wellington Street West

Job Expires

  • 26May2023
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