Wealthsimple seeks a senior quantitative risk qualified to own the development and maintenance of risk models, including VaR/SVaR and stress testing. You will document methodologies and ensure accurate outputs under CIRO guidelines while collaborating with margin and risk teams to inform decision making. Independent work style and the ability to lead a small team are valued, with strong emphasis on producing production-ready code in Python or R.
#J-18808-Ljbffr
📌 Lead Quantitative Market Risk & Modeling (Toronto)
🏢 Portage Ventures GP
📍 Toronto
Reply to this offer
Impress this employer describing Your skills and abilities, fill out the form below and leave Your personal touch in the presentation letter.