OverviewWho we're looking forToyota Treasury Risk Management Department is looking for a passionate and highly motivated
Derivatives Valuations & Quantitative Analytics Senior Analyst.The primary responsibility of this role is to develop, maintain, and automate complex valuation models for a diverse portfolio of financial products, including derivatives and structured debt, supporting the company's ~$300 billion balance sheet.
Reporting to the National Manager of Treasury, you will play a critical role in ensuring accurate fair value reporting and risk analytics that drive strategic financial decisions.
What you'll be doing In this role, you will be at the forefront of financial innovation, working daily to enhance valuation accuracy and automate key processes that impact the company's financial statements. Success means delivering reliable, timely valuations and risk insights that empower Treasury and business partners to make informed decisions.
- Own and develop sophisticated valuation models for derivatives, fixed income, loans, and other financial instruments using tools like Python, SQL, Excel, and vendor platforms such as Calypso and Numerix.
- Collaborate closely with Treasury Operations, Front Office, and Technology teams to validate inputs and assumptions, ensuring fair value accuracy and compliance.
- Lead initiatives to automate valuation and reporting processes using SQL, SSIS, Tableau, and advanced Excel techniques, streamlining workflows and enhancing efficiency.
- Propose and validate key pricing inputs including interest rates, yield curves, FX rates, and volatility surfaces to support both financial reporting and internal strategy.
- Participate in audit control reviews and adapt to regulatory or policy changes affecting fair value reporting.
- Drive continuous improvement by enhancing existing models and data workflows, fostering innovation and cross-team collaboration.
What you bring - Bachelor's degree in Quantitative Finance, Finance, Mathematics, Engineering, Physics, or a related field that provides a strong analytical foundation.
- Hands-on experience developing, calibrating, and deploying valuation and risk measurement tools for financial instruments such as derivatives, loans, and structured products.
- Familiar with valuation requirements for financial instruments such as loans, leases, debt, derivatives, investments, and structured products
- Strong quantitative and analytical skills with familiarity in valuation methodologies and market tools.
- Proficiency with programming languages and tools including SQL, Python, VBA, MATLAB, or similar for model maintenance and automation.
- Experience with reporting and visualization tools like Tableau, Qlik Sense, or Power BI.
- Proficient in MS Office with advanced Excel skills including pivot tables, macros, and database connections.
- Exhibits strong attention to detail and communication skills with ability to collaborate effectively across cross-functional teams.
- Adaptable and able to operate with a sense of urgency in a dynamic environment.
Added bonus if you have - Advanced degree (M.S. or MBA) in Financial Engineering, Quantitative Finance, Mathematical Finance, or Financial Mathematics.
- Prior experience within the banking industry or treasury division of a large financial institution, especially in valuation roles.
- Knowledge of additional programming languages such as C++ or C#.
What We'll BringDuring 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
- Team Member Vehicle Purchase Discount
- Toyota Team Member Lease Vehicle Program (if applicable)
- Comprehensive health care and wellness plans for your entire family
- 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, childcare, schools and more
- Tax Advantaged Accounts (Health Savings Account, Health Care FSA, Dependent Care FSA)
- Relocation assistance
