The Toronto-Dominion Bank (Canada)

Manager Advanced Analytics (Quants)

📍 Location
Toronto, Ontario
⏰ Job Type
Full time
📅 Posted
June 12, 2026

Job Description

Description

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Role Overview

The Model Development (MD) team within Risk Management is responsible for developing, enhancing, and implementing credit risk methodologies across wholesale and commercial portfolios. This role focuses on non-retail credit risk, covering IFRS 9 allowance, stress testing (e.g., EWST), and regulatory capital models.

The successful candidate will lead the development of robust, forward-looking credit risk models and drive innovation in modeling approaches to address the unique characteristics and limitations of non-retail portfolios.

Key Responsibilities

  • Design, develop, and enhance statistical and quantitative models for non-retail credit loss forecasting (PD, LGD, EAD), IFRS 9 allowance, and stress testing frameworks.
  • Advance methodologies to address non-retail modeling challenges, including data sparsity, low default portfolios, name concentration risk, expert judgment overlays, and portfo...
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