Overview

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.

What we’re looking for

The TFS Treasury Risk Management department is looking for a passionate and highly motivated Manager, Treasury Valuations and Quantitative Analytics.

The Manager, Treasury Valuations & Quantitative Analytics assists/leads 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 Manager, Treasury Valuations and Quantitative Analytics will report to the National Manager of Treasury and will play a critical role in advancing the TFS Treasury Risk Management department.

What you’ll be doing

Valuation Analytics & Modeling

• Develop and maintain complex valuation models and related risk analytics, in vendor platforms or in-house built databases/models, within the Treasury Valuations function using various tools such as Excel, Python, SQL, SSIS, Calypso, Numerix, FINCAD, Bloomberg, Reuters, Wall Street Suites, Intex, ADCo and other similar platforms.
• Work closely with various groups within TFS Treasury, including Treasury Operations, Front Office, and Technology teams to value and validate all inputs, assumptions, and calibrations in order to determine the fair value of products shown in the financial statements of the Company.
• Propose, review, and validate various inputs to pricing and valuation models.  These include interest rates, yield curves, FX rates, volatility surfaces, prepayment curves, loss curves, calibration parameters, and other assumptions related to determining the fair value of products shown both in the financial statements of the Company and for internal strategic purposes.
• Take ownership of the various derivative and discounted cash flows-based models, stochastic (SABR-based) option valuation models, and multi-curve (cross-currency) interest rate-building methodologies to ensure the accuracy of pricing and timely risk analytic calculations. 
• Lead/assist with maintaining and developing various valuation models within the Treasury function for fixed income and derivative products such as ABS, MBS, credit products, interest rate swaps, options, inflation derivatives, corporate and municipal bonds, and various other products of differing complexity in the FX, interest rate, equity, credit and volatility sectors.
• Lead/assist with maintaining and developing various valuation models within the Treasury function for products such as Mortgage, Commercial, and Consumer Loans, with an understanding of prepayment, delinquency, recovery rates, and credit risk impacts on discount cash flow analysis. 

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 the 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

• Bachelor’s Degree in Quantitative Finance, Finance, Mathematics, Engineering, Physics Sciences, or equivalent field.
• 3+ years of relevant financial services experience working with complex financial instruments, including derivatives
• Experience employing the variet