Shape FX risk analytics in Toronto at Stripe using Python, SQL, statistical modeling, and production-grade quantitative systems. This is a full-time chance. As senior quantitative lead for FX within Treasury Finance Data Science, you will build the foundation for measuring, forecasting, and hedging exposure. You will work with Treasury, FX, Finance, and Engineering on rigorous models, decision tools, and production systems. The work covers global currencies, liquidity, funding, counterparty risk, and foreign exchange. Key Responsibilities:

Build FX exposure aggregation, VaR, stress testing,



and scenario analysis Forecast FX exposures and multi-currency cash flows Co-design hedge optimization and decision frameworks Develop ML and statistical systems for trading and risk Own production workflows, monitoring, alerting, and incident response Requirements:

8+ years with BS/BA, 6+ with MS/MA, or 3+ with PhD Quantitative finance experience involving FX, rates, or market risk Statistics, probability, time-series, VaR, and hedging knowledge Production-quality Python and SQL proficiency Experience moving models from research into production Apply quantitative research, FX risk expertise, Python, and SQL to decision-critical Treasury systems at Stripe in Toronto.

📌 Senior FX Quantitative Data Scientist (Winnipeg)
🏢 Wwshemi
📍 Winnipeg