Analyze FX options and short-term interest rate exposures as a Market Risk Analyst with TD in Toronto, using Excel and quantitative risk measures.
Within TD Securities' Global Foreign Exchange team, this individual contributor role supports market risk oversight across global trading platforms. You will review sensitivities, VaR, stress testing, and backtesting while developing specialized knowledge of derivative products. The work involves judgment, issue identification, reporting, and escalating risks under established guidance.
Key Responsibilities:
- Review daily exposures and P&L for GFX businesses
- Monitor limits and escalate breaches or emerging issues
- Analyze stress tests and scenario analyses for vulnerabilities
- Validate aggregated sensitivities, VaR, and stressed exposures
- Provide clear commentary to risk and business partners
Requirements:
- Undergraduate degree or technical certificate in a related field
- At least one year of relevant experience
- Knowledge of financial markets, derivatives, and market risk frameworks
- Advanced Microsoft Excel skills
- Python, Bloomberg, or Tableau experience is an asset
Apply analytical thinking, Excel expertise, and derivative risk knowledge to support TD's GFX market risk oversight.
Market Risk Analyst FX Options in Toronto employer: TD Bank Group
TD Bank Group is an exceptional employer that fosters a collaborative and innovative work culture, particularly in the dynamic field of Payments Modernization. Employees benefit from comprehensive professional development opportunities, competitive compensation, and a commitment to work-life balance, all while being part of a leading financial institution located in the vibrant city of Toronto.
