Senior Market Risk & xVA Strategist

TD Bank Group; Toronto; On-site; CAD 97,000 - 137,000; Full time

Job summary

TD Bank Group in Toronto is seeking a Market Risk Specialist to provide senior oversight of the xVA desk and to develop an independent view of current market conditions, risk positions, and xVA methodology.

The role requires deep capital markets knowledge and five or more years in market risk or trading, with strong communication to front office and control groups; CFA or FRM candidates are preferred, and collaboration across desks is essential.

Qualifications

• Minimum of five years of market risk or trading experience.
• Deep capital markets knowledge with expertise in market risk and control functions covering derivatives, sales/trading/hedging strategies with a focus on XVA and CCR.
• Solid understanding of risk measurement concepts and methodologies including VaR, FRTB, SA-CVA, Stress Testing.

Responsibilities

• Provide effective market risk oversight of the xVA desk.
• Develop a strong independent view of current market conditions and risk positions, as well as xVA methodology.
• Maintain contact with Front Office and senior traders regarding trading strategies, risk positions, liquidity, P&L, and new initiatives.
• Design stress tests and scenarios highlighting key market risks.
• Communicate risk issues to all levels of Risk Management and front office.
• Provide coaching and mentorship within Market Risk team.

Skills

Market risk oversight

XVA knowledge

Regulatory concepts

Leadership

Communication

Education

Undergraduate or graduate degree in Finance, Economics, Mathematics

Job description

TD Bank Group in Toronto is seeking a Market Risk Specialist to provide senior oversight of the xVA desk and to develop an independent view of current market conditions, risk positions, and xVA methodology.

The role requires deep capital markets knowledge and five or more years in market risk or trading, with strong communication to front office and control groups; CFA or FRM candidates are preferred, and collaboration across desks is essential.