Lead Quantitative Market Risk & Modeling

Wealthsimple seeks a senior quantitative risk professional to own the development and maintenance of risk models, including VaR/SVaR and stress testing. You will document methodologies and ensure accurate outputs under CIRO guidelines while collaborating with margin and risk teams to inform decision making.

Independent work style and the ability to lead a small team are valued, with strong emphasis on producing production-ready code in Python or R.