Derivatives Valuations & Quantitative Analytics Senior Analyst
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About the role
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 talented team members who want to Dream. Do. Grow. with us. An important part of the Toyota family is Toyota Financial Services (TFS), the finance and insurance brand for Toyota and Lexus in North America. While TFS is a separate business entity, it is an essential part of this world-changing company- delivering on Toyota's vision to move people beyond what's possible. At TFS, you will help create best-in-class customer experience in an innovative, collaborative environment. Toyota does not offer support or sponsorship of job applicants for employment-based visas or any other work authorization for this role now or in the future. You must have the right to work in the United States and not require Toyota support or sponsorship for immigration-related employment (e.g., H-1B, O-1, E-3, H-1B1, TN, F-1 OPT, F-1 STEM OPT, F-1 CPT, TN, (job flexibility benefits) (also known as I-140 or Adjustment of Status portability), etc.) now or in the future. You should not apply for this role if you will require Toyota to assist with immigration support or sponsorship now or in the future Who we're looking for Toyota 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.
Responsibilities
- 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 Bring
- During your interview process, our team can fill you in on all the details of our industry-leading benefits and career development
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