full-time
Manager, Software Developer - Quantitative Market Risk
Wealthsimple
- Employer
- Wealthsimple
- Location
- Canada
- Working pattern
- hybrid
About the role
Lead the end-to-end development and deployment of quantitative risk models and microservices for market risk and margin requirements. Manage production CI/CD pipelines and provide technical leadership for regulatory modeling and derivatives pricing engines. Requires 7-10+ years of quantitative development experience in financial services with expert knowledge of options pricing and CIRO regulations. Proficiency in Python, SQL, Docker, and cloud data warehouses is essential.