Manager, Software Developer - Quantitative Market Risk
W
WealthsimpleFinancial Services
Remote (Canada)Full-TimeManager
Salary not disclosed
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Job Details
- Experience
- 7–10+ years
- Required Skills
- DockerPythonSQLCloud ComputingNumpyData engineeringPandasCI/CD
Requirements
- 7–10+ years of quantitative development experience in financial services, preferably in a CIRO-regulated brokerage.
- Expert knowledge of options pricing, volatility surfaces, market risk metrics, and CIRO 5000 margin/capital requirements.
- Strong proficiency in Python (NumPy, Pandas, Polars, SciPy) and SQL.
- Production experience with Git, Docker, async processing, and FastAPI.
- Hands-on experience with cloud data warehouses such as Snowflake, BigQuery, or PostgreSQL.
- Proven experience deploying models to cloud environments (AWS/GCP) via automated build and test pipelines.
- Strong understanding of testing frameworks like pytest.
- Demonstrated ability to lead technical projects and manage a small team.
- Master’s or Ph.D. in a quantitative field preferred.
- CFA, FRM, CQF, or DFOL certification is a plus.
Responsibilities
- Design, code, and backtest VaR engines, CVaR, and multi-factor stress testing models.
- Implement options pricing models, greeks execution engines, and shock scenarios for financial products.
- Operationalize CIRO 5000 margin rules into programmatic engines for stress testing and capital impacts.
- Develop modular Python code and optimized SQL/dbt data pipelines for financial time-series datasets.
- Build and deploy Dockerized microservices via CI/CD workflows and monitor for model drift or pipeline failures.
- Author technical methodology documentation for regulators and internal audit.
- Maintain model registries and conduct code reviews for junior quants.
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