Senior Market Risk Analyst Xva
2 days ago
Winnipeg MB, Winnipeg Census Division, MB; Manitoba, Canada
TD
Full-time
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Toronto-based Senior Market Risk Analyst work focuses on xVA analysis, OTC derivatives, and Python-enabled risk tools within TD’s Risk Management business.
Reporting to the Senior Manager, Market Risk, this senior role supports simulated exposure, credit spread analysis, and xVA system implementation. It requires knowledge of OTC derivatives valuation, curve construction, netting and aggregation logic, and xVA methodology. The analyst also supports risk reporting and regulatory analysis.
Key Responsibilities
Support simulated exposure, credit spread, and xVA analysisMonitor daily xVA risk and explain key driversComment on xVA desk P&L and risk movementBuild Python and Excel analytical toolsLead xVA system replacement analysis, testing, and requirementsRequirements:
Working knowledge of OTC derivatives valuationPrevious OTC derivatives experience considered an assetDegree in finance, risk management, or quantitative disciplineExperience with complex systems and reading specificationsPython knowledge and CFA or FRM candidacy preferredApply market risk expertise, xVA knowledge, OTC derivatives understanding, and analytical tools development in TD’s Toronto team.
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Reporting to the Senior Manager, Market Risk, this senior role supports simulated exposure, credit spread analysis, and xVA system implementation. It requires knowledge of OTC derivatives valuation, curve construction, netting and aggregation logic, and xVA methodology. The analyst also supports risk reporting and regulatory analysis.
Key Responsibilities
Support simulated exposure, credit spread, and xVA analysisMonitor daily xVA risk and explain key driversComment on xVA desk P&L and risk movementBuild Python and Excel analytical toolsLead xVA system replacement analysis, testing, and requirementsRequirements:
Working knowledge of OTC derivatives valuationPrevious OTC derivatives experience considered an assetDegree in finance, risk management, or quantitative disciplineExperience with complex systems and reading specificationsPython knowledge and CFA or FRM candidacy preferredApply market risk expertise, xVA knowledge, OTC derivatives understanding, and analytical tools development in TD’s Toronto team.
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