Senior Market Risk Analyst (4189)

Work Location:

Hours:

Line of Business:

Pay Details:

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 candidates 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:

Job Description:

Reporting to the Senior Manager Market Risk the Senior Risk Analysts 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 Banks 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 worlds leading global financial institutions and is the fifth largest bank in North America by branches/stores. Every day we deliver legendary customer experiences to over 27 million households and businesses in Canada the United States and around the world. More than 95000 TD colleagues bring their skills talent and creativity to the Bank those we serve and the economies we support. We are guided by our vision to Be the Better Bank and our purpose to enrich the lives of our customers communities and colleagues.

TD is deeply committed to being a leader in customer experience that is why we believe that all colleagues no matter where they work are customer facing. As we build our business and deliver on our strategy we are innovating to enhance the customer experience and build capabilities to shape the future of banking. Whether youve got years of banking experience or are just starting your career in financial services we can help you realize your potential. Through regular leadership and development conversations to mentorship and training programs were here to support you towards your goals. As an organization we keep growing and so will you.

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:
Were delighted that youre considering building a career with TD. Through regular development conversations training programs and a competitive benefits plan were committed to providing the support our colleagues need to thrive both at work and at home.

Please be advised that this job opportunity is subject to provincial regulation for employment purposes. It is imperative to acknowledge that each province or territory within the jurisdiction of Canada may have its own set of regulations requirements.

Colleague Development
If youre interested in a specific career path or are looking to build certain skills we want to help you succeed. Youll 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. Whether you have a passion for helping customers and want to expand your experience or you want to coach and inspire your colleagues there are many different career paths within our organization at TD and were committed to helping you identify opportunities that support your goals.

Training & Onboarding
We will provide training and onboarding sessions to ensure that youve got everything you need to succeed in your new role.

Interview Process
Well 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 youd 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):