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