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Quantitative Risk Modeler at Wealthsimple - ApplyBlast

Quantitative Risk Modeler

Wealthsimple

2 months ago

4.2 on Glassdoor

Remote

Full Time

Senior

0 applicants

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About this role

The role involves owning the development, testing, and maintenance of quantitative risk models such as VaR and stress testing, documenting methodologies, and translating model outputs into actionable guidance for cross‑functional teams. It requires deep expertise in CIRO margin rules, hands‑on programming, and the ability to work independently on complex technical problems.

Responsibilities

Develop and maintain quantitative risk models
Produce methodology documentation for model stakeholders
Collaborate cross‑functionally to support risk‑cognizant decision making

Skills

Qualifications

Master's degree in a quantitative fieldCFAFRMDerivatives Fundamentals and Options Licensing (DFOL) certification

About Wealthsimple

wealthsimple.com

Headquarters

Toronto, Ontario, Canada

Company Size

501-1000 employees

Founded

2014

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Wealthsimple is a Toronto-based fintech and Canada's fastest-growing financial company, offering a consumer finance platform that combines chequing, savings, a cash-back credit card, commission-free trading (stocks, ETFs, options, crypto, and more), and managed investment portfolios. It also provides mortgages, a portfolio line of credit, tax tools, and access to human financial advisors, serving over 4 million Canadians. The company emphasizes simple digital experiences, low fees, and integrated financial services as an alternative to traditional banks.