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. #J-18808-Ljbffr

📌 Quantitative Market Risk Manager Wealthsimple (Toronto)
🏢 Wealthsimple
📍 Toronto