Shape FX risk analytics in Toronto at Stripe using Python, SQL, statistical modeling, and production-grade quantitative systems. This is a full-time prospect.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 analysisForecast FX exposures and multi-currency cash flowsCo-design hedge optimization and decision frameworksDevelop ML and statistical systems for trading and riskOwn production workflows, monitoring, alerting, and incident responseRequirements: 8+ years with BS/BA, 6+ with MS/MA, or 3+ with PhDQuantitative finance experience involving FX, rates, or market riskStatistics, probability, time-series, VaR, and hedging knowledgeProduction-quality Python and SQL proficiencyExperience moving models from research into productionApply 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