TD digital analytics expert optimizing banking customer journeys through web and mobile data. Delivering dashboards, insights, and recommendations to improve conversion, engagement, and digital performance.
About the role
- Data Scientist responsible for methodologies of market risk models in a hybrid role. Collaborating with teams on documentation, risk metrics, and regulatory frameworks.
Responsibilities
- Help draft and update methodological documentation for derivatives and market risk models.
- Help update and document quantification methodologies for risk metrics (VaR, stress tests) and regulatory frameworks (FRTB, SIMM, ICAAP).
- Help review model inputs and components, in collaboration with stakeholders.
- Help implement new products in risk systems (Murex, MSCI RiskMetrics, FIS Adaptiv).
- Participate in workshops to formalize model needs and support their implementation.
- Contribute to the development of risk modelling practices through analysis, proposals and exploratory work.
Requirements
- Bachelor’s degree in finance, financial engineering or a related field
- A minimum of four years of relevant experience, ideally in a market risk management or financial market environment
- Experience with at least one risk system, such as Murex, MSCI RiskMetrics or FIS Adaptiv
- Knowledge of French is required
- Advanced proficiency of English
- Advanced Excel skills
- Practical knowledge of programming languages such as Python, SQL and other relevant languages
Benefits
- Competitive salary and annual bonus
- 4 weeks of flexible vacation starting in the first year
- Defined benefit pension plan that provides predictable, stable income throughout retirement
- Group insurance including telemedicine
- Reimbursement of health and wellness expenses and telework equipment
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