Shape the future of finance as a Quantitative Risk Manager at Wealthsimple. Utilize your expertise in modeling to safeguard millions of Canadians' investments and ensure financial soundness.

In this critical role, you will harness your 7 to 10 years of quantitative analytics experience in a CIRO-regulated workplace. You will develop and maintain risk models, including VaR and SVaR, while documenting methodologies to support stakeholder decision-making. Your impact is significant as you support margin requirements and capital modeling, helping to navigate the complexities of financial risk.

Key Responsibilities:
• Develop and maintain quantitative risk models within evolving regulatory frameworks
• Document methodologies for clarity in stakeholder usage
• Apply CIRO 5000 margin rules in modeling scenarios




• Create production-quality code in programming languages for model infrastructure
• Flag performance issues proactively, ensuring accuracy in outputs

Requirements:
• 7 to 10 years in quantitative risk or analytics at a brokerage
• Hands-on experience with VaR, SVaR, and stress testing methodologies
• Solid understanding of markets and trading instruments
• Proficiency in Python, R, or similar programming languages
• Ability to communicate complex concepts clearly to various audiences

Leverage your quantitative skills to drive impactful financial decisions at Wealthsimple.
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📌 Quantitative Risk Manager at Wealthsimple (Ontario)
🏢 Jaide Health
📍 Ontario