Market Risk Stress Testing Lead

The Toronto-Dominion Bank (Canada); Toronto; On-site; CAD 97,000 - 137,000; Full time

Job summary

The Toronto-Dominion Bank in Toronto, ON, is seeking a Market Risk Manager to support stress testing design, execution, and governance within Trading Market Risk. You will lead scenario design, calibrate risk factors, and collaborate with Front Office, Finance, Model Development, Technology, and Compliance to strengthen risk transparency.

The role requires an advanced degree and 6+ years in capital markets risk, with strong communication, analytic, and programming skills in Excel, Python, SQL,

Qualifications

• Advanced degree in Finance, Economics, Mathematics, Engineering, Statistics, or another relevant discipline.
• 6+ years of experience in Capital Markets, Market Risk, stress testing, financial risk analytics, or related control functions.
• Strong communication skills with the ability to summarize complex risk issues clearly and build relationships with cross-functional teams.

Responsibilities

• Support the execution, oversight, and maintenance of the Market Risk stress testing program, including stress testing scenarios, assumptions, documentation, and related processes.
• Contribute to the development and enhancement of stress testing methodologies, including scenario design, risk factor calibration, and analysis of portfolio vulnerabilities.
• Execute and support key stress testing initiatives, including DFAST, EWST, MST, and ad-hoc scenario analysis to assess new and emerging risks.
• Prepare materials and analysis to support strategic discussions on the evolution of the stress testing framework, including roadmap items, methodology enhancements, governance deliverables, and technology capabilities.
• Review new product requests and business changes to assess market risk impacts, valuation considerations, and the adequacy of stress measures, limits, and controls.
• Analyze stress testing results and summarize key findings, including drivers, attribution, concentrations, trends, and potential implications for the trading market risk profile.
• Provide analytical expertise on trading market risk activities, delivering effective challenge while supporting business growth within TD Securities' risk appetite.

Skills

Analytical thinking

Cross-functional collaboration

Communication skills

Education

Advanced degree in Finance, Economics, Mathematics, Engineering, Statistics, or another relevant discipline

Tools

Excel

Python

SQL

Power BI

Tableau

Job description

The Toronto-Dominion Bank in Toronto, ON, is seeking a Market Risk Manager to support stress testing design, execution, and governance within Trading Market Risk. You will lead scenario design, calibrate risk factors, and collaborate with Front Office, Finance, Model Development, Technology, and Compliance to strengthen risk transparency.

The role requires an advanced degree and 6+ years in capital markets risk, with strong communication, analytic, and programming skills in Excel, Python, SQL,