Shape FX risk measurement at Stripe with Python, SQL, and quantitative modeling across global currencies. This senior role is hands-on and production-focused.As the senior quantitative lead for FX within Treasury Finance Data Science, you will build models and systems supporting liquidity, funding, counterparty risk, and foreign exchange. You will partner with Treasury, FX, Finance, and Engineering on forecasting, hedging, and decision tools.

The work spans research, implementation, validation, and production operations.Key Responsibilities:

Build FX exposure aggregation across entities and currenciesDevelop VaR, Expected Shortfall, stress testing, and scenario analysisForecast FX exposures and multi-currency cash flowsCo-design hedge optimization and decision frameworksShip risk-critical systems into reliable production workflowsRequirements:

Quantitative finance, risk modeling, research, or data science experienceDirect exposure to FX, rates, or market riskStrong statistics, probability, and time-series modeling foundationProficiency in Python and SQLExperience moving models into productionUse quantitative research, FX risk expertise, and production-quality coding to inform Stripe Treasury and Finance decisions globally.

📌 Senior Fx Quantitative Data Scientist (Winnipeg)
🏢 Stripe
📍 Winnipeg