- Toronto, Ontario, Canada
- CA$70K–CA$98K per year
Support independent validation of TBSM Liquidity Risk Management models and related activities.
Compensation
Pay Details: 69,700 - 98,400 CAD
Responsibilities
- Support independent validation of TBSM Liquidity Risk Management models developed or owned by TD Treasury and Balance Sheet Management group
- Execute a comprehensive validation testing plan to validate different LRM models
- Review US LRM's assessment of the measurement choices / definition and liquidity assumptions or business assumptions / decisions adopted by LRM model and Business Requirement Document (BRD) for model implementation
- Assess soundness of statistical / mathematic algorithm and choices of upstream valuation & cash flow generation models or customer behavior models
- Assess the data quality and input control / governance process to ensure the acceptance of the model inputs
Requirements
- post‑secondary degree in Statistics
- post‑secondary degree in Economics / Econometrics
- post‑secondary degree in Mathematics
- post‑secondary degree in Finance
- post‑secondary degree in Financial Engineering