Wealthsimple seeks a senior quantitative risk skilled 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 robust emphasis on producing production-ready code in Python or R.
📌 Lead Quantitative Market Risk & Modeling Toronto (Canada)
🏢 Portage Ventures
📍 Canada
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