Quantitative FX Strategist
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Stay current and competitive. Carve out a career for yourself. Grow with us. Here's our story: jobs.td.com Department Overview The Global Strategy team analyzes global market trends across different assets classes, aiming to provide actionable insight to clients and investors. The team conducts research in global markets, using a range of economic, mathematical and statistical tools to prepare reports, generate ideas and discu ss with clients and investors. It also has a close working relationship with trading and sales to support their broader business needs. The group covers business lines in foreign exchange, commodity, emerging market and interest rate-related securities Job Description The specific tasks will include, but are not limited to, the following:
- Designing and implementing quantitative models within FX (G10 and EM), macro and commodities to support the needs of the strategy team globally, which may include asset valuation models, macroeconomic forecasts, trade signals and identification of major markets themes.
- Developing and maintaining python-based quant analytics across all asset for back testing, econometric modelling and data analysis
- Supporting and facilitating the day to day admin requirements in collaboration with other team members in order to expedite and enhance the turnaround time on the requirements for the market strategy group
- Performing literature research in quantitative techniques, big data trends and broader market trends to ensure that models and techniques dovetail with current market standards
- Liaising with internal sales and trading teams and external clients, including institutional investors, government organization and corporations, to provide market insight.
- Proficiency in Python (strong experience with VBA, Excel and spreadsheet-based analysis)
- Graduate degree in Computer Science, Mathematics, Engineering or Physics
- Solid understanding of economic theory, principles and econometrics
- Some experience with Bloomberg, Macrobond or Eviews preferred
- Good team player with excellent mathematical, verbal and written communication skills
- Ability to work in a fast-paced environment under strict deadlines
- 1-3 years' work experience in quantitative analysis, focusing on coding, data analysis, back testing and/or econometrics
At TD, we are committed to fostering an inclusive, accessible environment, where all employees and customers feel valued, respected and supported. We are dedicated to building a workforce that reflects the diversity of our customers and communities in which we live and serve. If you require an accommodation for the recruitment/interview process (including alternate formats of materials, or accessible meeting rooms or other accommodation), please let us know and we will work with you to meet your needs.