Job opportunity
Senior FX Quantitative Data Scientist
Wwshemi
Shape FX risk analytics in Toronto at Stripe using Python, SQL, statistical modeling, and production-grade quantitative systems. This is a full-time opportunity.
As senior quantitative lead for FX within Treasury Finance Data Science, you will build the foundation for measuring, forecasting, and hedging exposure. You will work with Treasury, FX, Finance, and Engineering on rigorous models, decision tools, and production systems. The work covers global currencies, liquidity, funding, counterparty risk, and foreign exchange.
Key Responsibilities:
Build FX exposure aggregation, VaR, stress testing, and scenario analysis
Forecast FX exposures and multi-currency cash flows
Co-design hedge optimization and decision frameworks
Develop ML and statistical systems for trading and risk
Own production workflows, monitoring, alerting, and incident response
Requirements:
8+ years with BS/BA, 6+ with MS/MA, or 3+ with PhD
Quantitative finance experience involving FX, rates, or market risk
Statistics, probability, time-series, VaR, and hedging knowledge
Production-quality Python and SQL proficiency
Experience moving models from research into production
Apply quantitative research, FX risk expertise, Python, and SQL to decision-critical Treasury systems at Stripe in Toronto.
#J-18808-Ljbffr
Apply on source site As senior quantitative lead for FX within Treasury Finance Data Science, you will build the foundation for measuring, forecasting, and hedging exposure. You will work with Treasury, FX, Finance, and Engineering on rigorous models, decision tools, and production systems. The work covers global currencies, liquidity, funding, counterparty risk, and foreign exchange.
Key Responsibilities:
Build FX exposure aggregation, VaR, stress testing, and scenario analysis
Forecast FX exposures and multi-currency cash flows
Co-design hedge optimization and decision frameworks
Develop ML and statistical systems for trading and risk
Own production workflows, monitoring, alerting, and incident response
Requirements:
8+ years with BS/BA, 6+ with MS/MA, or 3+ with PhD
Quantitative finance experience involving FX, rates, or market risk
Statistics, probability, time-series, VaR, and hedging knowledge
Production-quality Python and SQL proficiency
Experience moving models from research into production
Apply quantitative research, FX risk expertise, Python, and SQL to decision-critical Treasury systems at Stripe in Toronto.
#J-18808-Ljbffr