TD Bank Group

VP - Fixed Income and Credit Quantitative Analyst

TD Bank Group(2 months ago)

New York, NYOnsiteFull TimeSenior$160,000 - $225,000Technology Solutions
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About this role

Quantitative Modeling role within TD Securities' Quantitative Modeling and Analytics team focused on valuation models for non-agency mortgage products. The position supports launch of trading capabilities and securitization, working closely with front-office trading and technology to develop, test, and integrate models into valuation systems and downstream processes. The role requires strong quantitative and programming foundations to provide front-office quantitative strategist support and timely trading issue resolution.

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Required Skills

  • C++
  • Python
  • Excel
  • Git
  • Valuation Models
  • MBS Valuation
  • Interest Rates
  • Prepayment Models
  • Credit Models
  • Data Architecture

+2 more

Qualifications

  • Master's Degree in STEM
  • PhD in STEM
  • College Degree
TD Bank Group

About TD Bank Group

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