Teams at Wealthsimple

Lead development, testing, and maintenance of quantitative market risk models (VaR, SVaR, stress testing). Produce methodology documentation, model CIRO 5000 margin impacts, write production-quality code, collaborate across risk and reporting teams, and proactively identify and fix model performance issues.

Hire and lead a platform engineering team to define and build Wealthsimple's observability foundation. Own roadmap, instrumentation (OpenTelemetry), SDKs, high-cardinality event data models, SLO/SLI-driven reliability, vendor strategy, pilots, and AI-agent accessible production tooling while remaining hands-on for architecture and prototypes.

Design and build an events-first observability platform: architect high-throughput ingest, storage, and query pipelines; ship SDKs and instrumentation; define standards (OpenTelemetry, SLOs); enable AI-agent investigation and mentor senior engineers while leading cross-team technical initiatives.