Fixed Income and Fx Research Quant Strategist - Toronto, Canada - TD Bank

TD Bank

Verified Company

Toronto, Canada

2 weeks ago

Posted by:

Sophia Lee

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Description

TD Description
Stay current and competitive. Carve out a career for yourself. Grow with us.

Department Overview

TD Securities offers a wide range of capital markets products and services to corporate, government, and institutional clients who choose us for our innovation, execution, and experience.
With more than 6,500 professionals operating out of 40 cities across the globe, we help clients meet their needs today and prepare for tomorrow. Our services include underwriting and distributing new issues, providing trusted advice and industryleading insight, extending access to global markets, and delivering integrated transaction banking solutions. In 2023, we acquired Cowen Inc., offering our clients access to a premier U.S. equities business and highlydiverse equity research franchise, while growing our strong, diversified investment bank.
We are growthoriented, peoplefocused, and communityminded. As a team, we work to deliver value for our clients every day.
The Global Strategy team analyzes global market trends across different assets classes, aiming to provide actionable insight to clients and investors. The team conducts research in global markets, using a range of economic, mathematical and statistical tools to prepare reports, generate ideas and discuss with clients and investors. It also has a close working relationship with trading and sales to support their broader business needs. The group covers business lines in foreign exchange, commodity, emerging market and interest raterelated securities.
The specific tasks will include, but are not limited to, the following:
Designing, implementing, and supporting quantitative models across the global strategy team. These models include asset valuation models, macroeconomic forecasts, and trading signals that will be utilized to help aid in trading and sales flow and front-office business activities
Research and development of new macro trading signals.
To assist with the development and maintenance of codebase as required
Assist with development and testing of systematic backtesting/optimization engine.
Building world class tools that assist strategists and traders in making trading decisions.
Maintenance and monitoring of daily operational tools for building daily signals.
Supporting and facilitating the daily maintenance requirements in collaboration with other team members in order to expedite and enhance the turnaround time on the requirements for the market strategy group
Performing literature research in quantitative techniques, big data trends and broader market trends to ensure that models and techniques dovetail with current market standards
Liaising with internal sales and trading teams and external clients, including institutional investors, government organization and corporations, to provide market insight

Experiences/Responsibilities to be Gained

Honing research and robust coding development skills, adhering to best practices,
Exposure to a wide variety of quantitative tools and techniques.
Capital market research and analysis with potential for publication exposure. Access to internal clients, like sales and trading, and an immediate impact on the frontoffice business. These projects are a critical part of the global strategy business plan.
The incumbent is expected to gain experience writing code adhering to best practices.
Develop intuition about systematic trading.
Exposure to a wide variety of quantitative techniques
Be a versatile individual able to pivot between being a strong developer and world class researcher.

Skills to be Developed

Analytical Thinking
Business Growth and Development
Problem Resolution
Process Improvement
Product Innovation
Data Analytics
Expressive Communication
Managing for Results
Managing Technology
Market Insights
Results Focus

Job Requirements

35 years' work experience in quantitative analysis, focusing on coding, data analysis, machine learning, back testing and/or econometrics
This role requires a versatile individual with strong research and software development skills (Proficiency in Python and strong experience with VBA, Excel and spreadsheetbased analysis
Technical: strong programming fundamentals (OOP and basic design patterns), statistics, machine learning (classical)
Problem solving and strong analytical / critical thinking skills + excellent communication skills.
Be ready to be a team player and want to make an impact to improve the efficiency of the team.
Machine learning experience is not required but another major plus; focus on data analysis and visualization techniques
Graduate degree in Computer Science, Mathematics, Engineering or Physics
Solid understanding of economic theory, principles and econometrics
Some experience with Bloomberg, Macrobond, Eviews, and/or Tableau preferred
Good team player with excellent mathematical, verbal and written communication skills
Ability t