Modelling / Forecasting Senior Analyst (Quants) - TD Centre - TD Tower - Wellington Street West, Toronto, Ontario
1 week ago
TD Model Validation group is responsible for independent validation of analytical models used for risk pricing hedging capital evaluation portfolio of financial products This involves working effectively with different internal partners such as Treasury & Balance Sheet Management Group TBSM Treasury Analytics Group TAG TD Insurance Internal Audit
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Responsibilities
- Validate customer behavior forecast models BAU usage FTP pricing IRRBB Stress Testing usage Sometime help with model validation projects TD Insurance.
- Evaluate conceptual soundness literature review assessment reasonability assumptions ensure methodology align industry best practice data quality input control governance process acceptance model inputs.
- Conduct testing following plan accurately assess model performance back-testing sensitivity stability benchmark analysis archive results subject audit regulatory review Draft high-quality model validation report summarize analysis conclusion support submission audit questions include assessment methodology input quality assumption reasonability performance testing results governance process.
Job description
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