Derivatives Resource & xVA Optimization Analyst

TD; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

TD Securities is seeking an Associate on the FRM team to optimize the firm’s derivatives resources and contribute to pricing, structuring, and strategic initiatives across asset classes in New York. You will work with senior desk members to develop solutions that improve capital, funding, liquidity and counterparty resources while enhancing the xVA framework and pricing capabilities.

The role offers exposure to capital markets, collaboration with Front Office, Quants, Risk, Treasury, and

Qualifications

• Bachelor’s degree or equivalent work experience.
• 3+ years of related experience.
• Ability to work independently with strong analytical and communication skills.
• Experience with quantitative modeling or financial resource optimization is a plus.

Responsibilities

• Support pricing and structuring of derivative transactions across asset classes with xVA and resource costs.
• Contribute to the bank’s xVA framework, methodologies, and analytics.
• Analyze impact of capital, funding, liquidity, and counterparty constraints on trades and client portfolios.
• Develop analytical tools and reporting infrastructure to measure xVA impacts.

Skills

Derivative pricing

xVA

Capital optimization

Python

Excel

Education

Bachelor’s degree

Tools

Python

Excel

Job description

TD Securities is seeking an Associate on the FRM team to optimize the firm’s derivatives resources and contribute to pricing, structuring, and strategic initiatives across asset classes in New York. You will work with senior desk members to develop solutions that improve capital, funding, liquidity and counterparty resources while enhancing the xVA framework and pricing capabilities.

The role offers exposure to capital markets, collaboration with Front Office, Quants, Risk, Treasury, and