Senior Quantitative Analyst

Senior Quantitative Analyst

@ TD Bank, NA dba TD Bank, AMCB (Mount Laurel, NJ) F/T. Provide quantitative analysis and build advanced quantitative models to meet Dodd Frank Annual Stress Testing (DFAST) and Comprehensive Capital Analysis and Review (CCAR) requirements. Position requires a Master's degree, or foreign equivalent, in Finance, Economics, Statistics, or related field, and one (1) year of experience in the job offered, as Quantitative Analyst, or related position involving financial quantitative analysis. Full term of experience must include each of the following: Building and validating quantitative models; Conducting statistical analysis for inference analysis, simulation, sampling, and hypothesis testing; Modeling and programming in SAS, Python, or R to develop quantitative models; Loss forecasting models, including PD, EAD, and/or LGD models; Econometrics models, including time series modeling; Credit risk models; and, Machine learning models. Remote work permitted within commuting distance. Rate of pay: $113,499.00 - $114,192.00. Email resume to Grace.Parascando@td.com. Ref: TD-QY