Senior Market Risk Analyst (5622)

TD; Toronto; Vor Ort; CAD 82.000 - 115.000; Vollzeit

Zusammenfassung

TD is seeking a Senior Risk Analyst in Toronto to join the Risk Management team. You will work with the Trading desk, Finance, and Technology to support simulated exposure, xVA analysis, and OTC derivatives pricing, ensuring alignment with risk appetite.

You will lead in the xVA system replacement project, develop Python/Excel tools, monitor daily risk, and provide insightful commentary on P&L and risk movements, while staying current with regulatory developments.

Qualifikationen

• Experience with OTC derivatives is an asset.
• Experience valuing OTC derivatives.
• Ability to read specifications and work with complex systems.
• Degree in finance, risk management, or quantitative field.
• CFA or FRM candidates preferred.
• Knowledge of Python preferred.
• Self-motivated with initiative.
• Ability to prioritize multiple tasks in a fast-paced environment.

Aufgaben

• Collaborate with trading desk and finance to support simulated exposure and xVA analysis.
• Act as SME on pricing and simulation of OTC derivatives and xVA methodology.
• Lead xVA system replacement project including data and system analysis.
• Develop Python/Excel based analytical tools for data discovery and control processes.
• Monitor daily xVA risk and provide commentary on risk movements and P&L.
• Ensure risk reports are understood and kept within risk appetite.
• Assist with vendor deliverables and internal controls.

Kenntnisse

Python

Analytical thinking

Ausbildung

Finance/risk management degree

CFA/FRM candidates preferred

Jobbeschreibung

Work Location:

Toronto, Ontario, Canada

Hours:

37.5

Line of Business:

Risk Management

Pay Details:

$81,600 - $115,200 CAD

TD is committed to providing fair and equitable compensation opportunities to all colleagues. Growth opportunities and skill development are defining features of the colleague experience at TD. Our compensation policies and practices have been designed to allow colleagues to progress through the salary range over time as they progress in their role. The base pay actually offered may vary based upon the candidate’s skills and experience, job-related knowledge, geographic location, and other specific business and organizational needs.

As a candidate, you are encouraged to ask compensation related questions and have an open dialogue with your recruiter who can provide you more specific details for this role.

Job Description:

Reporting to the Senior Manager, Market Risk, the Senior Risk Analyst’s accountabilities include:

• Work closely with the Trading desk, PC, Finance, Project and Technology, providing expert knowledge and support to simulated exposure, credit spread & xVA analysis and system implementation.

• Act as a subject matter expert on pricing and simulation of OTC derivatives, curve construction methodology, netting/aggregation logic and ultimately the xVA methodology.

• Act as a subject matter expert on the workflow & report logic and pricing/simulation capability of the xVA system and be the go-to person for impact assessment of key initiatives within the Firm and make sound recommendation on system and operational readiness.

• Assist with daily xVA risk monitoring and perform deep dive commentary of risk drivers to ensure the risk is understood and maintained within the Bank’s risk appetite.

• Provide commentaries on xVA desk P&L and Risk movement, with insight of market movement periodically or by request.

• Maintain thorough understanding of all key risk and risk-related issues through continual review of risk reports/related data and dialogue with relevant parties.

• Take initiatives to build Python/excel based analytical tools to facilitate more efficient and systematic data discovery and analysis as well as control processes.

• Pioneer and lead in the xVA system replacement project and play a critical role in data & system analysis, requirement drafting & testing regarding internal controls & reporting, new deal type onboarding, new xVA measures enablement etc.

• Proactively keep track of vendor deliverables and get a good understanding in vendor limitation, solution and implementation.

• Assist in Market Risk Policy review and ongoing monitoring.

• Maintain an understanding of regulatory landscape related to risk reporting and xVA (e.g., CVA Capital and FRTB) and provide data analysis to facilitate discussion with Trading Desk.

• Build a deep understanding of the various derivative and financing businesses that Market Risk supports.

• Develop a sound understanding in the xVA system workflow and explore how the data in various reports are generated and consumed by the system at different stages to ultimately generate xVA related metrics and views.

• Provide assistance to Technology Solutions in model implementation.

• Continuous enhancements of the methodologies implemented in TDBFG risk.

Job Requirements:

• Previous work experience primarily focusing on OTC derivatives is an asset.

• Working knowledge in the valuation of OTC derivatives.

• Experience with working with a complex system and comfortable with reading specifications.

• Degree specializing in finance, risk management, or other quantitative discipline.

• CFA or FRM candidates preferred.

• Knowledge in and experience with Python preferred.

• Self-motivated and willing to take ownership and initiative with a positive attitude.

• Ability to prioritize multiple tasks and deliver results in a fast-paced environment.

Who We Are:

TD is one of the world’s leading global financial institutions and is the fifth largest bank in North America by branches/stores. Every day, we strive to make every interaction, product, and experience remarkably human and refreshingly simple for over 27 million households and businesses in Canada, the United States and around the world. More than 95,000 TD colleagues bring their skills, talent, and creativity to foster deeper relationships, ensure disciplined execution, and build a simpler, faster banking experience. TD is deeply committed to being a leader in client experience, that is why we believe that all colleagues, no matter where they work, are client facing. Together, we are reimagining what banking can be for our clients, colleagues and communities.

Our Total Rewards Package

Our Total Rewards package reflects the investments we make in our colleagues to help them and their families achieve their financial, physical, and mental well-being goals. Total Rewards at TD includes a base salary, variable compensation, and several other key plans such as health and well-being benefits, savings and retirement programs, paid time off, banking benefits and discounts, career development, and reward and recognition programs. Learn more

Additional Information

We’re delighted that you’re considering building a career with TD. Through regular development conversations, training programs, and a competitive benefits plan, we’re committed to providing the support our colleagues need to thrive both at work and at home.

Colleague Development

If you’re interested in a specific career path or are looking to build certain skills, we want to help you succeed. You’ll have regular career, development, and performance conversations with your manager, as well as access to an online learning platform and a variety of mentoring programs to help you unlock future opportunities.

If you’re passionate about helping clients and building deep, lasting relationships, TD offers diverse career paths where you can grow your expertise and make a meaningful impact.

We’re committed to your success and foster a respectful workplace where diverse perspectives are valued, everyone has fair opportunities to grow, and you can unlock your full potential to achieve your career goals. Here at TD, we hire and develop the best.

Training & Onboarding

We will provide training and onboarding sessions to ensure that you’ve got everything you need to succeed in your new role.

Interview Process

We’ll reach out to candidates of interest to schedule an interview. We do our best to communicate outcomes to all applicants by email or phone call.

Accommodation

Your accessibility is important to us. Please let us know if you’d like accommodations (including accessible meeting rooms, captioning for virtual interviews, etc.) to help us remove barriers so that you can participate throughout the interview process.

We look forward to hearing from you!

Language Requirement (Quebec only):

Sans Objet