Toyota Financial Services Corporation · 23 hours ago
Derivatives Valuations & Quantitative Consultant
Toyota Financial Services Corporation is a part of the Toyota family, focused on delivering innovative financial solutions. They are seeking a Derivatives Valuations & Quantitative Consultant to develop and automate valuation models for various financial products, supporting accurate fair value reporting and strategic decision-making.
Financial Services
Responsibilities
Own and develop sophisticated valuation models for derivatives, fixed income, loans, and other financial instruments using tools such as Python, SQL, Excel, and vendor platforms like Calypso and Numerix
Collaborate closely with Treasury Operations, Front Office, and Technology teams to validate inputs, assumptions, and calibrations ensuring fair value accuracy and compliance
Lead initiatives to automate valuation and reporting processes leveraging 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, volatility surfaces, and credit risk parameters for both financial reporting and internal strategy
Take ownership of derivative and discounted cash flow models, including stochastic option valuation (SABR) and multi-curve interest rate methodologies, ensuring precise pricing and timely risk analytics
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
Qualification
Required
Bachelor's degree that provides a strong foundation in Quantitative Finance, Finance, Mathematics, Engineering, Physics, or a related field
3+ years of relevant financial services experience working with complex financial instruments, including derivatives and structured products
Valuation specific experience within the Banking industry or within the treasury division of a large financial institution
Hands-on experience developing, calibrating, and deploying valuation and risk measurement tools for complex and exotic OTC derivatives, fixed income securities, credit default swaps, securitized debt, and consumer loan products
Experience with programming languages and tools such as SQL, Python, MATLAB, VBA, 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
Preferred
Advanced degree (M.S. or MBA) in Financial Engineering, Quantitative Finance, Mathematical Finance, or Financial Mathematics
Knowledge of additional programming languages such as C++ or C#
Benefits
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
Company
Toyota Financial Services Corporation
Toyota Financial Services Corporation is made up of affiliates in more than 35 countries/locations.