Lead FX risk modeling for Stripe’s global treasury with VaR, stress testing, forecasting, and hedge optimization expertise. Production systems are central.

This senior quantitative position partners with Stripe’s FX team to establish how exposure is measured, forecast, and hedged. You will translate business questions into rigorous frameworks and decision-ready insights for Treasury and Finance leadership. The scope includes multi-currency cash flows, risk analytics, model validation, and systems ownership.

Key Responsibilities:

- Shape the FX quantitative research agenda with Treasury stakeholders
- Measure exposure across currencies, entities, and merchant flows
- Quantify forecast uncertainty for hedge sizing and timing




- Build statistical and machine learning systems for trading and risk
- Provide leadership reporting through MBRs and QBRs

Requirements:
- Eight-plus years with BS or BA in relevant experience
- Six-plus years with MS or MA in relevant experience
- Three-plus years with PhD in relevant experience
- Working knowledge of hedging instruments and risk measures
- Explicit communication with senior non-technical stakeholders

Bring FX modeling, forecasting, and stakeholder communication skills to Stripe’s decision-critical Treasury Finance Data Science work.

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📌 Fx Risk Modeling Lead Stripe (Toronto)
🏢 Stripe
📍 Toronto