Senior Market Risk Analyst

2 weeks ago

Toronto, Canada TD Full time

Senior Market Risk Analyst (4189) at TD Work Location: Toronto, Ontario, Canada Hours: 37.5 Line Of Business: Risk Management Pay Details: 81,600.00 - 115,200.00 CAD Job Description: 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 Bank's 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 gain a good understanding of 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 world's 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. #J-18808-Ljbffr

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