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 outputsRequirements:
- 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 audiencesLeverage your quantitative skills to drive impactful financial decisions at Wealthsimple.#J-18808-Ljbffr

📌 Quantitative Risk Manager At Wealthsimple (Toronto)
🏢 Jaide Health
📍 Toronto