full-time
Manager, Software Developer - Quantitative Market Risk
Wealthsimple Technologies
- Employer
- Wealthsimple Technologies
- Location
- Canada
- Working pattern
- remote
About the role
You will own end-to-end quantitative model development, including building and deploying production-grade risk microservices. Additionally, you will lead the quantitative architecture for regulatory margin rules, stress testing, and valuation engines. The role requires 7-10+ years of quantitative development experience in financial services with expert knowledge of market risk metrics and options pricing. Candidates must possess strong software engineering skills in Python and experience with cloud-based data pipelines and CI/CD workflows.