Manager, Software Developer – Quantitative Market Risk

🔥 0 minutes ago

🇨🇦 Canada – Remote

⏰ Full Time

🟠 Senior

🔴 Lead

👮‍♀️ Software Engineering Manager

👻 Ghost score 10%

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Wealthsimple

WebsiteLinkedInAll Job Openings

1001 - 5000 employees

Founded 2014

💼 Consulting

🛡️ Insurance

💳 Fintech

🔥 Funding within the last year

💰 $393M Series E - Wealthsimple on 2025-10

Consulting • Insurance • Fintech

Wealthsimple is a Canadian financial technology company that provides consumer banking, investing, and wealth management services. It offers chequing accounts, savings, credit cards, self-directed trading (stocks, ETFs, options), cryptocurrency trading, managed portfolios, tax services, and advisory wealth management for high-net-worth clients. Wealthsimple combines digital-first banking and low-fee investing products aimed at retail customers, along with tools and educational content to support personal finance.

📋 Description

• Design, code, and backtest Monte Carlo, Stressed, Historical, and Parametric VaR engines, CVaR, and multi-factor stress testing models • Implement options pricing models, greeks execution engines, and shock scenarios across equities, options, futures, and fixed income • Operationalize CIRO 5000 margin rules into programmatic engines calculating stressed margin requirements, concentration haircuts, and firm capital impacts • Write modular Python code using NumPy, Pandas, Polars, and SciPy • Construct optimized SQL/dbt data pipelines for massive financial time-series datasets • Build and deploy Dockerized microservices through CI/CD workflows • Write unit tests with pytest, diagnose out-of-memory errors, and repair pipeline failures in real time • Author technical methodology documentation for regulators and internal audit • Maintain model registries such as MLflow • Mentor junior quants and conduct code reviews • Lead the quantitative architecture for CIRO 5000 margin rules, stress testing, and VaR engines

🎯 Requirements

• 7–10+ years of quantitative development experience in financial services, preferably within a CIRO-regulated brokerage • Expert knowledge of options pricing, volatility surfaces (SABR, SVI), market risk metrics, and CIRO 5000 margin/capital requirements • Production experience with Git, Docker, async processing, REST APIs (FastAPI), and pytest • Strong SQL mastery • Hands-on experience with Snowflake, BigQuery, PostgreSQL, and distributed data tools • Experience deploying models to AWS/GCP via automated build and test pipelines • Proven ability to lead technical projects, direct a small team, and manage backlog priorities • Master’s or Ph.D. in a quantitative field is preferred • CFA, FRM, CQF, or DFOL certification is preferred • Experience with event-driven architectures such as Kafka is preferred • Must be legally eligible to work in Canada

🏖️ Benefits

• Top-tier health benefits and life insurance • Long-term group savings with employer match, through Wealthsimple for Business • 20 vacation days • 4 wellness days • Unlimited sick and mental health days per year • Ability to work outside Canada for up to 90 days per year • Employee resource groups, including Rainbow (2SLGBTQ), Women of WS, and Black at WS