Modelling / Forecasting Senior Analyst (Quants)- 4151
Job Description
Description
:The position reports to Senior Manager within MV.
Detailed accountabilities include:
Perform independent initial and ongoing validations of Derivative Pricing and xVA valuation across TD's global trading business, with focus on equity derivatives.
Prepare corresponding initial/ongoing validation reports outlining model assumptions, analytical methodologies and assessments, computational methods and test results.
Develop/implement validation methodologies and standards. Ensure that the validation methodologies and standards are in line with industry best practice or address regulatory and audit requirements and/or findings in a timely manner.
Maintain full professional knowledge of techniques and developments in the field of equity derivative pricing and share knowledge with business partners and senior management....