Derivatives Valuations & Quantitative Consultant

Overview

Who we are

To save time applying Toyota does not offer sponsorship of job applicants for employment-based visas or any other work authorization for this position at this time.

Who were looking for

Toyota Treasury Risk Management Department is looking for a passionate and highly motivatedDerivatives Valuations & Quantitative Consultant.

The primary responsibility of this role is to develop maintain and automate complex valuation models for a diverse portfolio of financial products including derivatives structured debt and consumer lending products supporting the companys $300 billion balance sheet.

Reporting to the National Manager of Treasury you will play a critical role in delivering accurate fair value reporting and risk analytics that drive strategic financial decisions.

What youll be doing

In this role you will be at the forefront of financial innovation working daily to enhance valuation accuracy and automate key processes that impact Toyotas financial statements. Success means delivering reliable timely valuations and risk insights that empower Treasury and business partners to make informed decisions.

• Own and develop sophisticated valuation models for derivatives fixed income loans and other financial instruments using tools such as Python SQL Excel and vendor platforms like Calypso and Numerix.

• Collaborate closely with Treasury Operations Front Office and Technology teams to validate inputs assumptions and calibrations ensuring fair value accuracy and compliance.

• Lead initiatives to automate valuation and reporting processes leveraging SQL SSIS Tableau and advanced Excel techniques streamlining workflows and enhancing efficiency.

• Propose and validate key pricing inputs including interest rates yield curves FX rates volatility surfaces and credit risk parameters for both financial reporting and internal strategy.

• Take ownership of derivative and discounted cash flow models including stochastic option valuation (SABR) and multi-curve interest rate methodologies ensuring precise pricing and timely risk analytics.

• Participate in audit control reviews and adapt to regulatory or policy changes affecting fair value reporting.

• Drive continuous improvement by enhancing existing models and data workflows fostering innovation and cross-team collaboration.

What you bring

• Bachelors degree that provides a strong foundation in Quantitative Finance Finance Mathematics Engineering Physics or a related field.

• 3 years of relevant financial services experience working with complex financial instruments including derivatives and structured products.

• Valuation specific experience within the Banking industry or within the treasury division of a large financial institution.

• Hands-on experience developing calibrating and deploying valuation and risk measurement tools for complex and exotic OTC derivatives fixed income securities credit default swaps securitized debt and consumer loan products.

• Experience with programming languages and tools such as SQL Python MATLAB VBA or similar for model maintenance and automation.

• Experience with reporting and visualization tools like Tableau Qlik Sense or Power BI.

• Proficient in MS Office with advanced Excel skills including pivot tables macros and database connections.

• Exhibits strong attention to detail and communication skills with ability to collaborate effectively across cross-functional teams.

• Adaptable and able to operate with a sense of urgency in a dynamic environment.

Added bonus if you have

• Advanced degree (M.S. or MBA) in Financial Engineering Quantitative Finance Mathematical Finance or Financial Mathematics.

• Knowledge of additional programming languages such as C or C#.

What Well Bring

During your interview process our team can fill you in on all the details of our industry-leading benefits and career development opportunities. A few highlights include:

• A work environment built on teamwork flexibility and respect

• Professional growth and development programs to help advance your career as well as tuition reimbursement

• Team Member Vehicle Purchase Discount

• Toyota Team Member Lease Vehicle Program (if applicable)

• Comprehensive health care and wellness plans for your entire family

• Toyota 401(k) Savings Plan featuring a company match as well as an annual retirement contribution from Toyota regardless of whether you contribute

• Paid holidays and paid time off

• Referral services related to prenatal services adoption childcare schools and more

• Tax Advantaged Accounts (Health Savings Account Health Care FSA Dependent Care FSA)

• Relocation assistance

Belonging at Toyota

Our success begins and ends with our people. We embrace all perspectives and value unique human experiences. Respect for all is our North Star. Toyota is proud to have 10 different Business Partnering Groups across 100 different North American chapter locations that support team members efforts to dream do and grow without questioning that they belong.

Applicants for our positions are considered without regard to race ethnicity national origin sex sexual orientation gender identity or expression age disability religion military or veteran status or any other characteristics protected by law.

Have a question need assistance with your application or do you require any special accommodations Please send an email to .