Manager, Quantitative Analysis – Valuation and Risk Technology Solutions

Work Location:

New York, New York, United States of America

Hours:

40

Line of Business:

Technology Solutions

Pay Detail:

$150,000 - $200,000 USD

TD is committed to providing fair and equitable compensation opportunities to all colleagues. Growth opportunities and skill development are defining features of the colleague experience at TD. Our compensation policies and practices have been designed to allow colleagues to progress through the salary range over time as they progress in their role. The base pay actually offered may vary based upon the candidate's skills and experience, job-related knowledge, geographic location, and other specific business and organizational needs. 

As a candidate, you are encouraged to ask compensation related questions and have an open dialogue with your recruiter who can provide you more specific details for this role.

Job Description:

Preferred Qualifications:

TD Securities, the wholesale trading subsidiary of TD Bank is seeking a self-starting, motivated and high-performing individual to become a strong contributor in its dynamic technology organization. This is a prominent and complex role that will require the individual to interface with finance, operations, risk management, front office staff and other technology teams regularly.  The role consists of leading the Business system analysis of the integration efforts between Valuation and Risk Services (VS/RCS/VSX) and The strategic quant library of the dealer (UQL). The candidate should effectively leverage and extend the Valuation Services (VS/RCS/VSX), Veritas and Risk platforms by increasing the product coverage and number of trading desks, integrating with downstream regulatory reporting, risk aggregation and P&L Attribution systems, produce pre-trade pricing, intraday risk and provide a variety of related services for derived market data, trade data and other related data firm-wide. The role requires a strong business and technical foundation within Capital markets, specifically working knowledge of IR, FX Fixed Income, and credit products, as well as a firm understanding of option theory. This role has a strong emphasis on being analytical, detail oriented, and is very hands-on.

Responsibilities include:

• Review of project documentation, functional and non-functional requirements documents and business plans
• Conduct data analysis and reconcile multiple data sources
• Participate in technical solutions design sessions, providing inputs from a requirement perspective
• Ad-hoc analysis, reporting, and presentation materials to support the decision making of executives
• Communicate effectively throughout the organization and collaborate effectively with cross-functional teams
• Independently investigate and resolve client support issues.
• Training new/existing clients and implementation teams on software.
• Provide internal mentoring and input into the direction of product development.
• Provide advice to clients on implementation/customisation requirements
• Identification of bugs and writing of resolution test plans.
• Design and create test cases for new software features
• Interact and communicate with clients and implementation teams
• Perform presentations on various methodologies, solutions and project results to clients

This person should have several of the following key skills:

• Work with senior management to develop platform and infrastructure strategies to support efficient model development and use.
• Work closely with front office trading and sales desks and provide ad-hoc support to them.
• Design and implement new infrastructure, interfaces, code generators, APIs and other technical components to enhance function of the C++ model libraries.
• Maintain strong knowledge of current markets, trends and innovations and adapt the platform approaches as appropriate.
• Provide support for performance analysis of the models and work with the quantitative modelers to improve.
• Partner with other areas in TDS including technology, risk management, treasury, finance, and compliance to deploy new or enhanced models to production.
• Adapt existing models in response to market evolution and changes

This person must have the following key skills:

• 7+ years of relevant experience
• Excellent written and verbal communication skills
• Strong interpersonal skills to explain and present concepts to technical and non-technical audiences alike
• Strong understanding of linear and non-linear interest rate and credit derivatives, Fixed Income, FX and Cash products
• Executing queries, building use-case scenarios for business requests and small enhancements