Quantitative Analytics Specialist - Toronto, Canada - TD Bank

TD Bank

Verified Company

Toronto, Canada

4 weeks ago

Posted by:

Sophia Lee

beBee Recruiter

Description

430995BR

Technology Solutions

Toronto, ON

January 24, 2024

Hours

37.5

Workplace Model

Hybrid

Pay Details

Department Overview

Company Overview
***
TD Securities

As a leading corporate and investment bank, TD Securities provides a wide range of capital market products and services to corporations, governments and institutions.

Our clients choose us for our knowledge, innovation and experience in the following key areas of finance:
investment, corporate and government banking, capital markets, interest rate, currency and derivative products.

TD Securities, the wholesale trading subsidiary of TD Bank is seeking a self-starting, motivated and high-performing individual to become a strong contributor in its dynamic technology organization.

TDS Veritas and Risk Platforms

This is a prominent and complex role that will require the individual to interface with finance, operations, risk management, front office staff and other technology teams regularly.

The role consists of leading the Business system analysis of the integration efforts between Valuation and Risk Services (VS/VSX) and The strategic quant library of the dealer (UQLX).

The role requires a strong business and technical foundation within Capital markets, specifically working knowledge of IR, FX Fixed Income, and credit products, as well as a firm understanding of option theory.

This role has a strong emphasis on being analytical, detail oriented, and is very hands-on.

Job Details

About this Role:

Due to continuing business growth, we are looking for a
Quantitative Analytic Specialist to join the Veritas team in Toronto as an Interest Rates quantitative strategist.

This individual will be responsible for a range of tasks including

Review of project documentation, functional and nonfunctional requirements documents and business plans
Conduct data analysis and reconcile multiple data sources
Participate in technical solutions design sessions, providing inputs from a requirement perspective
Adhoc analysis, reporting, and presentation materials to support the decision making of executives
Communicate effectively throughout the organization and collaborate effectively with crossfunctional teams
Independently investigate and resolve client support issues.
Training new/existing clients and implementation teams on software.
Provide internal mentoring and input into the direction of product development.
Provide advice to clients on implementation/customisation requirements
Identification of bugs and writing of resolution test plans.
Design and create test cases for new software features
Interact and communicate with clients and implementation teams
Perform presentations on various methodologies, solutions and project results to clients

Job Requirements

What can you bring to TD? Share your credentials, but your relevant experience and knowledge can be just as likely to get our attention.

It helps if you have:

Qualifications:

7+ years relevant experience.
Excellent written and verbal communication skills
Strong interpersonal skills to explain and present concepts to technical and nontechnical audiences alike
Strong understanding of linear and nonlinear interest rate and credit derivatives, Fixed Income, FX and Cash products
Executing queries, building usecase scenarios for business requests and small enhancements
Enjoys working in a fastpaced, teamoriented environment with competing demands
Knowledge of the software development life cycle and release management processes
Distinct ability and experience to lead data quality assessment and project implementation work
Experienced stakeholder management through both formal and informal means
Enjoys working in a fastpaced, teamoriented environment

Additional Skills (Must Have)
This person should have several of the following key skills:

Work with senior management to develop platform and infrastructure strategies to support efficient model development and use.

Work closely with front office trading and sales desks and provide ad-hoc support to them.

Design and implement new infrastructure, interfaces, code generators, APIs and other technical components to enhance function of the C++ model libraries.
Maintain strong knowledge of current markets, trends and innovations and adapt the platform approaches as appropriate.
Provide support for performance analysis of the models and work with the quantitative modelers to improve.
Partner with other areas in TDS including technology, risk management, treasury, finance, and compliance to deploy new or enhanced models to production.
Adapt existing models in response to market evolution and changes

Additional Information

Join in on what others in TD Technology Solutions are doing:

Inspire a positive work environment and help champion quality, innovation, teamwork and service to the business.
Learn voraciously, stretch your thinking, share your knowledg