Toronto-based Senior Market Risk Analyst work focuses on xVA analysis, OTC derivatives, and Python-enabled risk tools within TD’s Risk Management business. Reporting to the Senior Manager, Market Risk, this senior role supports simulated exposure, credit spread analysis, and xVA system implementation. It requires knowledge of OTC derivatives valuation, curve construction, netting and aggregation logic, and xVA methodology. The analyst also supports risk reporting and regulatory analysis. Key Responsibilities:
Support simulated exposure, credit spread, and xVA analysis Monitor daily xVA risk and explain key drivers Comment on xVA desk P&L and risk movement Build Python and Excel analytical tools Lead xVA system replacement analysis, testing, and requirements Requirements:
Working knowledge of OTC derivatives valuation Previous OTC derivatives experience considered an asset Degree in finance, risk management, or quantitative discipline Experience with complex systems and reading specifications Python knowledge and CFA or FRM candidacy preferred Apply market risk expertise, xVA knowledge, OTC derivatives understanding, and analytical tools development in TD’s Toronto team.
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Senior Market Risk Analyst xVA in Toronto employer: TD
TD Securities is an exceptional employer located in Toronto, Ontario, offering a dynamic work environment that prioritizes innovation and professional growth. With a strong commitment to employee development, competitive compensation, and a comprehensive benefits package, TD fosters a culture of collaboration and inclusivity, empowering colleagues to thrive both personally and professionally. Join a forward-thinking team where your contributions are valued, and you can make a meaningful impact in the capital markets sector.
