Become the Manager of Quantitative Risk at Wealthsimple, a leader in financial innovation. Use your quantitative analytics skills to enhance risk models and support strategic decision-making.

In this pivotal role within the Credit Risk team, you'll manage the development and execution of risk models that underpin Wealthsimple's brokerage operations. Your grasp of CIRO regulations and hands-on experience in stress testing will be vital as you transform complex model outputs into actionable insights. You will work in an workplace that encourages independent problem solving and collaborative projects.

Key Responsibilities:
• Own quantitative risk model development and maintenance
• Create documentation for clear team understanding




• Model margin requirements under stressed conditions
• Collaborate with cross-functional risk teams
• Proactively address model performance issues

Requirements:
• 7 to 10 years in quantitative risk within financial services
• Deep knowledge of CIRO margin rules
• Expertise in at least one quantitative programming language
• Strong ability to communicate complex ideas clearly
• Ability to work independently under tight deadlines

Unlock the potential of risk management at Wealthsimple and make a meaningful impact.
#J-18808-Ljbffr

📌 Manager of Quantitative Risk at Wealthsimple (Ontario)
🏢 Wealthsimple
📍 Ontario