Derivatives Valuations & Quantitative Consultant

Toyota North America•Plano, TX

About The Position

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 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. 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. Who we’re looking for Toyota Treasury Risk Management Department is looking for a passionate and highly motivated Derivatives Valuations & Quantitative Consultant. The primary responsibility of this role is to develop, maintain, and automate complex valuation models for a diverse portfolio of financial products, including derivatives, structured debt, and consumer lending products, supporting the company’s ~$300 billion balance sheet. Reporting to the National Manager of Treasury, you will play a critical role in delivering 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 Toyota’s financial statements. Success means delivering reliable, timely valuations and risk insights that empower Treasury and business partners to make informed decisions.

Requirements

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.

Nice To Haves

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#.

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.

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