Manager, Software Developer - Quantitative Market Risk
Tasks
- Author technical methodology documentation
- Build and deploy Dockerized microservices
- Compute option Greeks with execution engines
- Conduct code reviews and mentor team
- Create SQL and dbt data pipelines
- Deploy risk microservices
- Develop CVaR and multi factor stress testing models
- Develop and backtest VaR engines
- Implement derivatives valuation and pricing models
- Implement unit tests and troubleshoot production issues
- Maintain data failure monitoring
- Maintain model drift monitoring
- Maintain model registries in MLflow
- Maintain numerical anomaly monitoring
- Manage production CI CD pipelines
- Operationalize CIRO 5000 margin rules
- Own end-to-end model development
Perks/Benefits
- Employee resource groups
- Employer retirement savings match
- Health benefits
- Life insurance
- Unlimited mental health days
- Unlimited sick days
- Vacation days
- Wellness days
- Work outside Canada 90 days
Skills/Tech-stack
Airflow | Asynchronous programming | Binomial trees | Black Scholes Merton | Black-Scholes | CI/CD | CVaR | DBT | Docker | FastAPI | Git | GitHub Actions | Greeks | Kubernetes | MLflow | Monte Carlo | NumPy | Options Pricing | Pandas | Polars | PostgreSQL | Prefect | Pytest | Python | R | REST APIs | SABR | SQL | SVI | SciPy | Snowflake | Stress Testing | VAR | Volatility surfaces
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Developer | Lead | Quantitative Developer | Quantitative Risk Lead | Risk Lead
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