BSFM Investments & Derivatives Team (BSFM I&D) is responsible for managing the end-to-end process for forecasting the TBSM Portfolios in hypothetical, future scenarios and partnering with Treasury Modeling and US Treasury for the methodologies around the hedging and FTP processes. This includes ownership of the forecast methodology and results for the assigned portfolio, as well as the results reporting and documentation for regulatory submission.

Job Description

The Senior Analyst, Regulatory Stress Testing Forecasting will oversee the TBSM US Investment Portfolio Forecast, including volume, NII, Mark-to-market and AOCI. The role will be the lead in stress testing execution, results reporting and analysis, collaborating with multiple stakeholders including Investment Analytics, Treasury Modeling, Capital Reporting, Technology, and Model Validation to ensure reasonable forecast results in the stress testing scenarios prescribed by regulatory and enterprise stress testing program.

This role is an excellent opportunity to use and further develop the Balance Sheet Management knowledge, particularly in Fixed Income Valuation, Cash Flow Analysis, Funds Transfer Pricing, Hedge Accounting and non-trading market risk management aspects.

KEY ACCOUNTABILITIES

Forecast Methodology

• Understand the product risk profile, lead end-to-end Pricing model Implementation for Investments and Derivatives portfolios, based on provided business requirements.
• Execute US Investment & Derivatives MTM and NII Forecast for DFAST, EWST and MST (Macro Stress Testing)
• Report and analyze US Investment Stress Testing Forecast Results timely and accurately, including volume / market value/ Net Interest Income (NII) Trending.
• Work with cross-border technologies to enhance the stress testing forecast methodology and business logic.
• Maintain up-to-date documentation on execution steps, business logic, data definition, and forecast assumptions.
• Conduct or assist ad-hoc analysis for senior management to identify results drivers.
• Participate in Enterprise stress testing projects, prepare business requirements, work with US Technology Partners on results testing.

EMPLOYEE / TEAM

• Act as an owner or lead of small-scale cross-team stress testing enhancement projects
• Promote a positive work environment that encourages productivity, teamwork, and quality analysis.
• Maintain strong business relationship during day-to-day interaction with LOB, Market Risk Measurement team, Modeling, and CCAR Aggregation Team.

Hiring Requirements

EXPERIENCE & EDUCATION

• Strong knowledge in capital market product, Fixed Income and Derivatives.
• Experience with Stress Testing, Treasury, or Market Risk is preferred.
• Experience (2Y +) with capital market, financial instruments, derivatives, market risk valuation.
• Experience with query (SQL) and large quantity of data retrieval and analysis is a plus.
• Strong written and verbal communication skills.
• A highly analytical person with excellent skills in Microsoft Excel and PowerPoint, and with ability to think conceptually.
• Minimum undergraduate degree in Business Administration, Finance, Mathematics, Economics, or similar fields.
• Accounting or Finance designation (CFA, FRM, CMA, etc.) is considered as an asset.

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. More than 95,000 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 you've 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, we're 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:
We'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 Development
If 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. 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 we're committed to helping you identify opportunities that support your goals.

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

Interview Process
We'll 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 you'd 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:
N/A.