Manager, Quantitative Market Risk

📋 Description

• Own the development, testing, and ongoing maintenance of quantitative risk models (VaR, SVaR
• Develop production-quality code across multiple programming languages to build model infrastructure.

🎯 Requirements

• 7 to 10 years in quantitative risk/analytics in financial services (CIRO-regulated brokerage
• 2+ years of people management experience.
• Hands-on model development in stress testing (VaR, SVaR, single-stock) and strong market knowledge
• Deep understanding of CIRO 5000 margin rules and ability to model stressed margin/capital impacts.
• Expert-level in at least one quantitative language (Python, R) with production-quality coding
• Strong written communication and ability to document methodologies for technical/non-technical

🎁 Benefits

• Top-tier health benefits and life insurance.
• Long-term savings with employer match through Wealthsimple for Business.
• 20 vacation days, 4 wellness days, unlimited sick and mental health days.
• Ability to work outside Canada up to 90 days per year.