Quant Strategist / Researcher - FX Volatility
On-siteSão Paulo, São Paulo, Brazil
São Paulo, São Paulo, BrazilOn-siteFull TimeDoctorate Or Professional DegreeInvestment ServicesMedium
Full TimeDoctorate Or Professional DegreeMediumInvestment Services
Job Summary
Model, implement, and maintain the FX volatility analytics framework to support portfolio management decisions. Develop and deliver projects from start to finish using compiled languages and Python within a cloud-native stack. Deliver real-time risk and analytical tools that directly impact trading decisions through production code. Join a small, elite team focused on building a cutting-edge quant library with high autonomy and rapid decision cycles.
Required Qualifications
- MSc or PhD in a STEM discipline
- Very strong financial mathematical background (e.g. stochastic calculus)
- 5+ years development experience in both compiled language (C++, C#, Rust...) and Python
- 5+ years experience in financial institutions, preferably in a quant modelling role
- A deep technical knowledge of FX derivatives modelling including exotics
- Excellent algorithmic knowledge
- Track record of delivering projects from start to finish
- Excellent communication skills, both written and verbal
- Great problem solver
Desired Qualifications
- an interest in continuous improvement and learning
- high level of attention to detail
- strong sense of ownership
- proven ability to think outside the box
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