Own the quantitative frameworks behind our direct indexing and model portfolio strategies — from initial design through ongoing validation and improvement
Build and refine models for portfolio optimization, tax-loss harvesting, and risk management that run at scale across millions of client accounts
Partner with engineers and product managers to translate financial objectives into algorithms that actually ship
Run rigorous backtesting, stress testing, and scenario analysis to make sure the models hold up — and know when they don't
Monitor live model performance and drive continuous improvement based on what you see in production
Write clearly: white papers, methodology docs, and internal explainers that make complex math accessible to technical and non-technical audiences alike

Requirements

5+ years in quantitative portfolio management or a related quant finance role
Advanced degree (Master's or PhD) in Mathematics, Statistics, Financial Engineering, Physics, or a related quantitative field
Deep expertise in portfolio optimization, including quadratic programming and large-scale optimization techniques
Hands-on experience with direct indexing and tax-aware portfolio optimization (e.g. TLH and tax alpha generation)
Strong Python skills across the scientific stack (NumPy, pandas, SciPy, CVXPY)
Fluency in portfolio theory, equity markets, and index construction
A track record of explaining complex quantitative work clearly — to engineers, PMs, and clients alike
Experience with tax-aware portfolio management, tax-loss harvesting algorithms, and tax alpha generation

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, and unlimited sick and mental health days per year
90 days away: work outside Canada for up to 90 days per year
Employee resource groups, including Rainbow (2SLGBTQ), Women of WS, and Black at WS

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

quantitative portfolio managementportfolio optimizationtax-loss harvestingrisk managementquadratic programminglarge-scale optimization techniquesPythonNumPypandasSciPy

Soft Skills

communicationexplanation of complex conceptscollaborationcontinuous improvement

Certifications

Master's degreePhD