Intermediate Risk Analyst - Collateral​/Liquidity Risk measurement and reporting

Work Order

Requisition

Title:

CAN - Risk Analyst IV

Start Date:

ASAP

Duration: 9 months

Hybrid: 4 days onsite, 1 day work from home

- Anchor Days (if applicable):
Flexible

66 Wellington Street West, Toronto, Ontario

Scope of Project:
Bank of Canada regulation project – securities holding return

CANDIDATE PROFILE DETAILS:

Degree/Certifications

Required:

Undergraduate or graduate degree in Risk Management, Business, Economics, Mathematics, Finance, or other quantitative disciplines

Preferred Candidate Background:
Liquidity and/or collateral and prior banking or financial experience

SUMMARY OF DAY-TO-DAY RESPONSIBILITIES:

Department Overview

The Market Risk team is responsible for an independent oversight of enterprise wide market, counterparty credit and liquidity risk while ensuring all significant risks and results are measured and reported. Our professionals thrive in providing guidance to business leaders on risk positions, strategies and capital by assessing and reporting the Bank's trading and non-trading market risk activity and associated capital requirements.

If you want to be a brand ambassador who can help strive efficiencies for the bank, then join our team and make an impactful contribution to TD and your own success.

Within the Regulatory Reporting team, we are responsible for a number of activities related to the analysis and reporting of global market risks including various Regulatory reporting mandates such as Dodd-Frank Volcker program, H4 Collateral and Pledging and 2L EB-ET Liabilities reports. The team executes infrastructure changes with regards to the implementation of new or revised trading desk policies, system migration and model implementations, and analysis of the key measures used by The Bank to monitor and control market risk.

We further provide support to key stakeholders, such as the Trading Business Management, Market Risk Control and Compliance on ongoing market-related queries.

• Support the H4 and Securities Holding Return regulatory submission processes by independently identifying, measuring, analyzing and monitoring the reported exposures. Ensure all analysis is complete and accurate with thorough commentary, while escalating issues in a timely manner.

• Be proactive with change management objectives by continuous improvement of independent processes, while ensuring day-to-day operations are maintained, to effectively support the business.

• Execute infrastructure changes with regards to implementation of new, or revised Risk policy changes and ensure that changes are executed in accordance with CMRM change control procedures and EUC standards.

• Collaborate and liaise closely with our business partners to assist in meeting the Bank’s objectives.

• Ensure operational and regulatory risks within your business are correctly measured, aggregated, and analyzed in accordance with established and approved market risk policies, while adhering to CMRM standards Process Risk and Controls Self-Assessments.

• Evolve analytical and attribution capabilities and business knowledge, and develop skills required for today and future, while understanding, identifying and responding proactively to current and emerging risks.

• Develop and maintain a good understanding of the analytical principles underlying the pricing and risk management of financial products.

MUST-HAVE Hard

Skills:

1.) Experience with Collateral and/or Liquidity Risk measurement and reporting

2.) Proficient with Microsoft applications (Excel, PowerPoint etc.)

3.) Knowledge of financial instruments, regulations and market risk metrics

NICE-TO-HAVE

1.) Risk, Valuations and/or reporting systems knowledge is an asset

2.) Programming skillsets such as VBA, Python, SQL are an asset to develop, modify and continually improve the risk management infrastructure used to capture and analyze risk