Manager, Quantitative Market Risk
Spotted 20d agoFullTime
What you'll need to apply
Fields this application requires
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Company-specific questions
- Have you directly built capital impact models using CIRO 5000 margin rules, or do you have 7–10 years of quantitative risk experience in a Canadian financial environment?
- Have you independently built and documented a VaR, SVaR, or stress testing model from scratch using production-quality Python or R, rather than just running or using existing models?
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