Join Wealthsimple, Canada's financial innovator, as a Quantitative Market Risk Manager. Leverage your expertise in risk models and CIRO regulations in this hybrid role to drive critical financial insights.

As a key member of the Credit Risk team at Wealthsimple, you will oversee the development and maintenance of quantitative risk models crucial for managing billions in client assets. With a focus on margin, stress testing, and capital impact modeling, your insights will directly influence financial decision-making across the organization. This role involves a hands-on approach to model development, ensuring accuracy and relevance in a dynamic market environment.

Key Responsibilities:
• Develop, test, and maintain quantitative risk models
• Document methodologies for stakeholder clarity




• Apply CIRO margin rules for stressed conditions
• Write production-quality code for model infrastructure
• Identify and rectify model performance issues

Requirements:
• 7 to 10 years in quantitative risk analytics
• Experience in stress testing methodologies
• Knowledge of trading instruments and valuation principles
• Proficiency in Python, R, or similar
• Robust written communication skills

Elevate your risk management career at Wealthsimple by applying your quantitative skills in impactful ways.
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📌 Quantitative Market Risk Manager Wealthsimple (Ontario)
🏢 Wealthsimple
📍 Ontario