Manager, Quantitative Market Risk
Core
Own the development, maintenance, and methodology of quantitative risk models (VaR, SVaR, stress testing) for a regulated brokerage business serving millions of Canadians.
Role type
Manager, Quantitative Market Risk (hands-on IC with team leadership)
Builds
Production risk models and methodology documentation for margin, stress testing, and capital impact decisions
Domain
Financial Services / Quantitative Risk / Brokerage
Deliverable
production ML models
Required skills
Quantitative risk modeling (VaR, SVaR, stress testing), CIRO 5000 margin rules, market instruments (equities, options, futures, fixed income), Python/R, technical documentation, independent problem solving
Preferred skills
Model governance frameworks, regulatory presentation, margin/credit risk context
Technologies
Python, R
Responsibilities
Develop and maintain quantitative risk models; write methodology documentation; apply CIRO margin rules to model capital impact; develop production code; collaborate with risk teams; flag model performance issues
Seniority
Manager, potential for Senior Manager
