Toyota Hiring for Derivatives Valuations & Quantitative Analyst Job at Plano, TX Full Time

Who We’re Looking For

The TFS Treasury Risk Management department is looking for a passionate and highly motivated Derivatives Valuations & Quantitative Analyst to support its objectives.

The primary responsibility of this position focuses on assisting/leading the development, production and maintenance of complex financial products including derivatives, structured debt and a broad range of consumer lending products for the company’s ~$300 Billion Balance Sheet and derivatives portfolio.

The Derivatives Valuations & Quantitative Analyst will report to the National Manager of Treasury and will play a critical role in advancing TFS Treasury Risk Management department.

What You’ll Be Doing

Valuation Automation and other

• Drive the efforts behind the development, calibration, automation, and maintenance of any valuation and validation processes used in fair value reporting responsibilities. This will include developmental initiatives leveraging tools such as SQL, SSIS and Tableau, as well as other automation tools.
• Provide leadership and assistance in the development of other automated processes throughout the Treasury Valuations group to ensure the fair value, risk analytics, PnL and financial reporting processes are as seamless and automated as possible.
• Where automation is not possible in the short to medium term, work with various departments throughout Treasury to enhance and streamline the Excel workbooks and data workflows that are being used. This will entail the use of advanced Excel functions such as macros, pivot tables and database connections.
• Other responsibilities include assisting with special projects related to programming/coding new valuation models and new funding products planned by the Treasury Front Office. In certain cases this position is expected to serve as point of contact and project leader.
• Participate in the review of audit controls, as well as business and/or regulatory changes to any policies that may impact fair value reporting and the related processes.

What You Bring

• Four-Year College Degree (BA or BS) in Quantitative Finance, Finance, Mathematics, Engineering, Physics Sciences, or equivalent field
• Valuation specific experience within the Banking industry or within the treasury division of a large financial institution required
• Maintain models and automated processes using various programming languages (i.e. SQL, Python, MATLAB, VBA, C++/C#, or similar)
• Organized, with exceptional attention to detail
• Operates with a sense of urgency
• Strong communication skills
• Collaborative and able to interact with various cross-functional groups within TFS
• Flexible and adaptable
• Experience working with complex financial instruments, including derivatives
• Experience employing the variety of valuation techniques associated with complex and exotic OTC derivative products, fixed income securities, credit default swaps, securitized debt and consumer loan products

Added Bonus If You Have

• Advanced Degree (M.S. or MBA) in Financial Engineering, Quantitative Finance, Mathematical Finance or Financial Mathematics or equivalent field preferred
• Knowledge of valuation requirements for financial instruments such as loans, leases, debt, derivatives, investments, and structured products
• Knowledge of valuation tools and methodologies available in the market for financial instrument valuations. Strong quantitative and analytical skills