Manager, Quantitative Market Risk

Remote (Canada) R

CAD 89K-112K (estimate) Mid-level Full Time

@ W...

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Found 14h ago

Tasks

Apply CIRO 5000 margin rules for stress scenarios
Collaborate with margin delinquency and risk reporting teams
Conduct testing of quantitative risk models
Develop production quality model infrastructure code
Identify and flag model performance issues
Maintain model methodology documentation
Own development and maintenance of quantitative risk models

Perks/Benefits

Skills/Tech-stack

Education

Master of Arts | Master of Engineering | Master of Science

Roles

Regions

North America

Countries

Canada

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