Treasury Quantitative Analyst

Company: TFS - Toyota Financial Services
Location: Plano
Posted on: February 24, 2021

Job Description:

JOB DESCRIPTION: Who we are Collaborative. Respectful. A place to dream and do. These are just a few words that describe what life is like at Toyota. As one of the world's most admired brands, Toyota is growing and leading the future of mobility through innovative, high-quality solutions designed to enhance lives and delight those we serve. We're looking for diverse, talented team members who want to Dream. Do. Grow. with us. Who we're looking for Toyota Financial Services' (TFS) Treasury Department is looking for a passionate and highly-motivated Treasury Quantitative Analyst. The primary responsibility of this highly technical full time niche position is to provide critical thought-leadership and experience. This will be to the Risk, Analytics and Valuation practices for the company's $125BN+ balance sheet. The function entails the development and support of industry standard risk, valuation and product pricing models/methodologies as well as the employment of appropriate model inputs/assumptions, and keeping abreast of current competitor and market best practices. The incumbent is also expected to be a key participant in the preparation, reporting and presentation of key management information to senior leadership and executive committees. In addition, the team will look to the practitioner for an expert level of technical expertise and thought-leadership in the implementation of a number of strategic projects centered on risk management, valuation and profitability. Reporting to the National Manager, Treasury Valuations, the person occupying this role is expected to engage in significant collaboration with our Treasury and Banking Front Office Trading teams. What you'll be doing * Perform independent pricing verification's (IPV), model validation and valuations of complex financial products including derivatives, structured debt and a broad range of consumer lending products * Develop, calibrate and deploy valuation and risk measurement tools and methods * Work with asset valuations models/methodologies, discounted cash flows based models and stochastic option valuation models * Build models and automated processes using various programming languages (i.e. SQL, Python, MATLAB, VBA, C++/C#, or similar) What you bring * Master's degree (M.S. or MBA) in Financial Engineering, Quantitative Finance, Mathematics, Computer Science, Business Administration, or related discipline, or equivalent professional work experience * Practical experience in the valuation of complex financial products including derivatives, structured debt and a broad range of consumer lending products * 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 * Hands-on experience in the development, calibration and deployment of widely used valuation and risk measurement tools and methods is required * Practical programming experience using various industry standard coding applications (such as SQL, Python, MATLAB, VBA, C++/C# or similar languages) is a core requirement of the candidate filling this role * Experience using reporting tools like Tableau, Qlik Sense, Power BI etc * Excellent communication and presentation skills, with confidence in leading presentations and sharing insights with a broad range of colleagues including an executive-level audience Added bonus if you have * CFA charter-holder, FRM (Financial Risk Management) certification, PRM (Professional Risk Manager) certification, CAIA (Chartered Alternative Investment Analyst) certification What we'll bring During your interview process, our team can fill you in on all the details of our industry-leading benefits and career development opportunities. A few highlights include: * A work environment built on teamwork, flexibility and respect * Professional growth and development programs to help advance your career, as well as tuition reimbursement * Vehicle purchase & lease programs * Comprehensive health care and wellness plans for your entire family * Flextime and virtual work options (if applicable) * Toyota 401(k) Savings Plan featuring a company match, as well as an annual retirement contribution from Toyota regardless of whether you contribute * Paid holidays and paid time off * Referral services related to prenatal services, adoption, child care, schools and more * Flexible spending accounts * Relocation assistance (if applicable) What you should know Our success begins and ends with our people. We embrace diverse perspectives and value unique human experiences. We are proud to be an equal opportunity employer that celebrates the diversity of the communities where we live and do business. Applicants for our positions are considered without regard to race, ethnicity, national origin, sex, sexual orientation, gender identity or expression, age, disability, religion, military or veteran status, or any other characteristics protected by law. Have a question or need assistance with your application? Check out the How to Apply section of our careers page on Toyota.com To save time applying, Toyota does not offer sponsorship of job applicants for employment-based visas or any other work authorization for this position at this time

Keywords: TFS - Toyota Financial Services, Plano , Treasury Quantitative Analyst, Accounting, Auditing , Plano, Texas