Senior Treasury ALM Risk Analyst

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 worlds 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. Were looking for diverse, talented team members who want to Dream. Do. Grow. with us.

Toyotas Financial Services Treasury Department is looking for a passionate and highly-motivated Senior Treasury ALM (Asset Liability Management) Risk Analyst.

The primary responsibilities of this role are to provide critical thought-leadership and experience on Interest Rate Risk (IRR), Liquidity Risk, Funds Transfer Pricing (FTP), Valuation, and Financial Forecasting utilizing measures such as Net Interest Income (NII), Earnings at Risk (EAR), Economic Value of Equity (EVE), and other Key Risk Indicators.

This position is also expected to manage treasury requirements for Americas Oceania Regions (AOR). Additionally, the role will develop financial models and analytics, manage special projects, and rollout Treasury Shared Services or in the preparation, reporting, and presentation of key management information to senior leadership and executive committees.

Reporting to the Manager, Treasury Risk & Analytics, this person will collaborate heavily with our Treasury Front Office Trading team, as well as Financial Planning and Analysis (FP&A), Credit Risk, and Economic Capital teams.

What youll be doing

Asset Liability Management (ALM) System

• Develop complex financial models in ALM tools such as Bancware, Empyrean, and Excel to be used as the primary source for Toyota Financial Services Asset/Liability Management program
• Responsible for the ALM platform including data integrity, output/results, variance analysis, and system-related contingency planning
• Manage AOR treasury and interest rate risk management activities and programs liaising with AOR (Executives, International Operations, Finance, Tax, Legal, IDS, HR, Risk, Accounting, SFC Management), US finance company (TMCC), finance subsidiary management, Japan staff, and Japan headquarters (TFSC) management as well as external service providers
• Advise finance subsidiaries on treasury management activities, practices, and procedures ensuring compliance with policies and guidelines and review and provide input on funding forecasts and associated funding programs
• Verify the accuracy, reasonableness, and consistency of data and assumptions and provide in-depth analysis and understanding of key drivers
• Maintain complex spreadsheets and reporting packages, modifying associated SQL and VBA code as needed

Analytics & Reporting

• Provide analytical support for management forums including Asset/Liability Committee (ALCO) decisions by conducting robust and comprehensive market and financial analysis to support strategy, proposals, and market transactions
• Conduct balance sheet analysis and analyze economic impact ALM strategies
• Manage the periodic processing of loan valuation models including data preparation, model maintenance, and reporting and analysis tasks
• Develop sophisticated interest rate and liquidity risk analyses (e.g. Value at Risk, Monte Carlo simulations) to be used for enhanced managerial reporting
• Develop and maintain SQL based reporting system leveraging Excel, VBA, Tableau, Power BI, etc.
• Collaborate with the Financial Planning and Analysis (FP&A), Credit Risk and Economic Capital teams to produce balance sheet and net interest income forecasts for annual budgeting, monthly forecasting, risk appetite, and other scenarios
• Collaborate with the Treasury Front Office to develop hedging and funding strategies

What you bring

• Four-Year College Degree (BA or BS) or higher in Economics, Finance, Mathematics, Statistics, Engineering, other relevant fields, or equivalent professional work experience
• Experience leading presentations and sharing insights with a broad range of colleagues, which may also include an executive-level audience when applicable
• Technical, data, and analytical skills with experience using SQL, VBA, and other programming skills
• Proficiency in MS Excel, VBA, and reporting tools
• Practical and/or theoretical experience in the valuation of financial products, ALM analysis, and/or the financial modeling of securitized loan products

Added bonus if you have

• Hands-on experience configuring and using ALM tools (e.g., Bancware, QRM, Empyrean)
• Advanced Degree (MBA) in Finance, Financial Engineering, Quantitative Finance
• Experience using reporting tools such as Tableau, Qlik Sense, Power BI
• CFA charter-holder

What well bring

During 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
• Vehicle purchase & lease programs
• Comprehensive health care and wellness plans for your entire family
• Flextime and virtual work options (if applicable)
• 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, child care, schools, and more
• Flexible spending accounts
• Relocation assistance (if applicable)

Belonging at Toyota

Our success begins and ends with our people. We embrace diverse perspectives and value unique human experiences. Respect for all is our North Star. Toyota is proud to have 10+ different Business Partnering Groups across 100 different North American chapter locations that support team members efforts to dream, do, and grow without questioning that they belong. As a company that has been one of Diversity Incs Top 50 Companies for Diversity and a member of The Billion Dollar Roundtable supporting minority and woman-owned suppliers for over 10 years, we are proud to be an equal opportunity employer that celebrates the diversity of the communities where we live and do business.

Applicants for our positions are considered without regard to race, ethnicity, national origin, sex, sexual orientation, gender identity or expression, age, disability, religion, military or veteran status, or any other characteristics

Have a question or need assistance with your application? Check out the How to Apply section of our careers page on Toyota.com

To save time applying, Toyota does not offer sponsorship of job applicants for employment-based visas or any other work authorization for this position at this time

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