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Senior Market Risk Analyst, Market Risk Control (2205)

AT TD Bank
TD Bank

Senior Market Risk Analyst, Market Risk Control (2205)

Toronto, Canada

Work Location:
Toronto, Ontario, Canada

Hours:
37.5

Line of Business:
Risk Management

Pay Details:
$76,800 - $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. The base pay actually offered may vary based upon the candidate's skills and experience, job-related knowledge, geographic location, and other specific business and organizational needs.

As a candidate, you are encouraged to ask compensation related questions and have an open dialogue with your recruiter who can provide you more specific details for this role.

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Job Description:

Department Overview:

The Market Risk Control (EMRC) mandate is to bring transparency to the market risks in TD Securities (TDS) and other areas of the bank, by taking a leadership role in the accurate, complete, and objective assessment of all key market risks through the identification, understanding, control and ongoing review of these risks.

Job Description / Accountabilities:

Some of the accountabilities are:

  • Support the Senior Manager / Mangers of MRC Stress Testing team in fulfilling the group's mandate with respect to Market risk stress testing
  • Perform attribution analysis of various risk parameters used for MTM and RWA forecasting
  • Create and maintain the Stress testing documentation in line with internal and regulatory standards and best practices
  • Monitor daily market risk stress testing metrics and provide oversight and commentary.
  • Effectively communicate stress testing results with market risk stake holders and senior management
  • Develop analytical tools which enable greater insight into the drivers of Stress testing
  • Provide analysis and commentary into FRTB/VaR, P&L, Greeks and other risk metrics under stress.
  • Create monthly and quarterly market risk dashboards for senior management
  • Participate in market risk projects including BRR and system transitions.

Qualifications

  • The candidate will require a good understanding of the analytical principles underlying the pricing and risk management of financial derivatives, including issues that arise regarding modeling of products for PnL, Risk and capital purposes.
  • Prior market risk experience gained at a financial institution is an asset

Specific Educational and Work Experience Requirements / Accreditations:

  • Advanced degree or professional designation in Finance, Risk Management, or other quantitative discipline
  • 2+ years of relevant industry or risk management experience and/or accreditation
  • Experience in market risk capital models and stress testing regulatory program knowledge is strongly preferred
  • Working knowledge of programming languages (Python, VBA, SQL, etc) an asset
  • CFA and/or FRM would be considered an asset

Other Qualifications / Skills / Experience:

  • Excellent communication (both written and oral) and interpersonal skills.
  • Self-starter with a high degree of initiative and the ability to learn and adapt quickly
  • Strong team player, working closely with team members daily.
  • Solid conceptual, analytical and problem solving skills.
  • Proficiency with Excel, including pivot tables and macros.
  • Efficient with working with large amounts of data and complex computations / methodologies.
  • Comfortable with working in a rapidly changing 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. 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.

Please be advised that this job opportunity is subject to provincial regulation for employment purposes. It is imperative to acknowledge that each province or territory within the jurisdiction of Canada may have its own set of regulations, requirements.

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 (Quebec only):
Sans Objet

Client-provided location(s): Toronto, ON, Canada
Job ID: TD_bank-R_1393910
Employment Type: Full Time