TD Bank GroupTOP EMPLOYERToronto ON...quantitative professionals to validate Financial Crime Risk Management (FCRM) models for Trading Surveillance and Insider Risk Management. Work with team to develop an effective and efficient validation testing plan based on design of different FRCM models and complete validation in time to support various business initiatives and regulators requirements. Supervise team's validation work to ensure capture all material critical model limitations and execution / implementation accuracy of the...1 day agoEmail
TD Bank GroupTOP EMPLOYERToronto ON...Quantitative Engineering Group in TDS Front Office (FO), Model Development (MD) Group, and IT support teams for MD and FO; to ensure the appropriateness and accuracy of models used by the bank. Job Requirements. Excellent knowledge of pricing theory, statistics, stochastic calculus and numerical techniques used in derivative pricing (PDE/trees, Monte Carlo simulation, optimization) as well as CCR/CVA modeling techniques and parameters calibration techniques. Proficient in relevant programming...3 days agoEmail
TD Bank GroupTOP EMPLOYERToronto ON...quantitative discipline: MSc, MMF or PhD. Expert knowledge of pricing theory, stochastic calculus and numerical techniques used in derivative pricing (PDE/trees, Monte Carlo simulation, optimization) as well as CCR/xVA modeling techniques and parameter calibration techniques. Proficient in relevant programming languages such as Python or C/C++ is required. Ability to write comprehensive technical documents is required. Excellent quantitative skills with background in one of the following areas...4 days agoEmail
TD Bank GroupTOP EMPLOYERToronto ON...quantitative skills with background in one of the following areas: mathematics, physics, engineering, computational finance, statistics. Fast learner who grasps complex concepts and techniques quickly and works independently under tight deadlines. Good time management skills with minimal supervision. Graduate degree in a quantitative discipline: MSc, MMF or PhD Who We Are: TD is one of the world's leading global financial institutions and is the fifth largest bank in
North America by...4 days agoEmail
KPMG LLPToronto ON...quantitative profile, specializing in
credit risk modeling to join our Regulatory and Risk Advisory team within our Toronto office,
The candidate will offer advisory services in credit risk modeling and validation and will be
working on a wide variety of projects with banks, credit unions, insurers, and investment
funds. What you will do You will work closely with the Partner responsible for the Regulatory and Risk Advisory
practice on advisory projects and contribute to business development...5 days agoEmail
TD Bank GroupTOP EMPLOYERToronto ON...quantitative and qualitative models designed for TBSM Customer Behavior IRRBB and Stress Testing in Canada and US jurisdictions (i.e., US DFAST, EWST, BoC MST). The position reports to Manager / Senior Manager, TBSM Model Validation group within MV. Detailed accountabilities include:. Validate Customer Behavior forecast Models for Treasury Balance Sheet Management BAU usage (FTP pricing, IRRBB) and Stress Testing usage. Sometime the successful candidate might also help with TD Insurance model...9 days agoEmail
Squarepoint Capital LLPMontréal QC...Quantitative Development team works directly with quantitative researchers to design, implement, deploy and use software for research and trading. As part of the technology team, the team follows modern software development principles and works with peers in technology to mature and evolve these tools for wider use. Quantitative developers drive cross-team initiatives with technologists and quantitative researchers across all asset classes to achieve Squarepoint’s objectives. Work with...10 days agoEmail
Squarepoint Capital LLPMontréal QC...Quant Developer at Squarepoint you will work side-by-side with Quant Researchers and
Traders to implement novel trading strategies and software for research projects. You could
develop tools to apply advanced statistical methods in order to identify new trading
opportunities and to monitor their impact over time. You could also develop improvements to
our trading strategies through the running and thorough analysis of backtesting
simulations across vast amounts of proprietary data. Whatever...10 days agoEmail
Squarepoint Capital LLPMontréal QC...Quant Researcher:. Primary focus throughout the day is on researching and implementing trading ideas. Before market open, check that all required data and related processes are ready for the trading day. During market hours, sporadically monitor behavior and performance of strategies. Required Qualifications:. Quantitative background. includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics. Programming proficiency with...10 days agoEmail
Squarepoint Capital LLPMontréal QC...Quant Researcher:. Primary focus throughout the day is on researching and implementing trading ideas. Before market open, check that all required data and related processes are ready for the trading day. During market hours, sporadically monitor behavior and performance of strategies. Required Qualifications:. Quantitative background. includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics. Programming proficiency with...10 days agoEmail
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