VP - Fixed Income and Credit Quantitative Analyst jobs in United States
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TD · 3 weeks ago

VP - Fixed Income and Credit Quantitative Analyst

TD is one of the world's leading global financial institutions, and they are seeking a VP - Fixed Income and Credit Quantitative Analyst to join their Quantitative Modeling and Analytics team. The successful candidate will focus on the development, testing, and support of valuation models for non-agency mortgage products, collaborating closely with trading and sales teams to meet their risk management and valuation needs.

BankingFinanceFinancial ServicesWealth Management
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H1B Sponsor Likelynote

Responsibilities

Works with the business and application development teams to develop the target state IT architecture model
Understands business products, business strategies and customer usage of products
Understands business process flows and makes suggestions on how to re-engineer them for higher efficiency
Helps review business drivers, needs and strategies and understands implications to the application architecture
Identifies, assesses, and documents business requirements for applications and information I data
Develops the IT architecture based the key functional and non-functional requirements from the business and technology teams
Works with the development teams to develop the logical data model and ensures efficient flows of information through business processes
Provides input to the development of project initiation documents including objectives, scope, approach, and deliverables, when needed
Analyzes and evaluates existing and future business architecture for compatibility with corporate standards and policies
Provides input to buy vs. build decisions based on technology and business requirements
Provides support I guidance to the development teams during the analysis, development and testing processes
Provides expert knowledge of application architecture
Prepares information architecture deliverables in accordance with corporate standards and methodologies and consistent with the target business architecture
Assists in the creation and successful execution of testing scenarios that ensure the information data flows according to the information architecture design
Communicates risks and implications of architectural decisions, issues and plans
Partners with change management to analyze and communicate organizational impact and potential change management issues of proposed business architectures to relevant stakeholders
Participates in business and technology planning sessions and anticipates future business I technology changes
Establishes strong working relationships with the business and other technology team members
Participates in and supports cross technology process improvement initiatives
Manages individual workload and delivers to agreed-upon project milestones
Actively participates in HR performance measurement processes
Coaches I mentors other team members as appropriate
Demonstrates governance, control and risk management behaviors in alignment with TD policies and practices

Qualification

Interest Rate ModelsPrepayment ModelsCredit/Loss ModelsC++ ProgrammingPython ProgrammingValuation Model DevelopmentFICC Markets KnowledgeMBS/CMO KnowledgeExcel ProficiencySource Code Version ControlProblem-Solving SkillsInterpersonal Communication

Required

Master's Degree or PhD in a STEM discipline
Extensive knowledge of FICC markets, products, and valuations, with specialized knowledge in MBS/CMO, particularly in the non-agency space
Significant experience in valuation model development and integration of models in valuation systems
Advanced programming skills (C++, Python, Excel) and source code version control (such as GIT)
5-7 Years of related experience
Must be detail oriented and possess problem-solving skills
Must be able to work independently with minimal supervision and establish priorities
Proficient in interpersonal communication (both oral and written), and have the ability to communicate effectively with all levels of staff and management

Preferred

Familiarity with YieldBook or PolyPaths

Benefits

Health and well-being benefits
Savings and retirement programs
Paid time off (including Vacation PTO, Flex PTO, and Holiday PTO)
Banking benefits and discounts
Career development
Reward and recognition

Company

The Toronto-Dominion Bank & its subsidiaries are collectively known as TD Bank Group (TD).

H1B Sponsorship

TD has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2022 (1)
2020 (6)

Funding

Current Stage
Late Stage
Total Funding
$65M
Key Investors
U.S. Department of the Treasury
2023-10-03Grant· $65M

Leadership Team

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Brian Jacobson
Chief of Staff to the CEO, TD Bank, America's Most Convenient Bank
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F
Foster Glenn
SVP, Chief Information Security Officer
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Company data provided by crunchbase