Risk Management 81,600
- $115,200 CAD 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. Reporting to the Senior Manager, Market Risk, the Senior Risk Analyst’s 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 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, current 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.
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. Previous work experience primarily focusing on OTC derivatives is an asset. Degree specializing in finance, risk management, or other quantitative discipline. CFA or FRM candidates preferred. Knowledge in and experience with Python preferred. 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. Together, we are reimagining what banking can be for our clients,
colleagues and communities. Our Total Rewards PackageOur 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. Additional InformationWe’re delighted that you’re considering building a career with TD. Through regular development conversations, training programs, and a competitive benefits plan, we’re committed to providing the support our colleagues need to thrive both at work and at home. Colleague DevelopmentIf you’re interested in a specific career path or are looking to build certain skills, we want to help you succeed. You’ll 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. If you’re passionate about helping clients and building deep, lasting relationships, TD offers diverse career paths where you can grow your expertise and make a meaningful impact. Here at TD, we hire and develop the best. Training & OnboardingWe will provide training and onboarding sessions to ensure that you’ve got everything you need to succeed in your new role. We do our best to communicate outcomes to all applicants by email or phone call. Please let us know if you’d like accommodations (including accessible meeting rooms, captioning for virtual interviews, etc.)
📌 Senior Market Risk Analyst (Winnipeg)
🏢 TD
📍 Winnipeg