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 agile market environment.Key Responsibilities:Develop, test,
and maintain quantitative risk modelsDocument methodologies for stakeholder clarityApply CIRO margin rules for stressed conditionsWrite production-quality code for model infrastructureIdentify and rectify model performance issuesRequirements:7 to 10 years in quantitative risk analyticsExperience in stress testing methodologiesKnowledge of trading instruments and valuation principlesProficiency in Python, R, or similarStrong written communication skillsElevate your risk management career at Wealthsimple by applying your quantitative skills in impactful ways.#J-18808-Ljbffr