18 дней назад
Quantitative Strategist (Global Currency and Emerging Markets)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Strategist (Global Currency and Emerging Markets): Developing derivative pricing models, trading strategies, analytics, and machine learning models for Rates, FX, and Credit desks with an accent on complex products, risk factors, and quantitative problem-solving. Focus on optimizing pricing and hedging systems, analyzing trading data, and performing scenario analysis for market events.
Location: São Paulo, São Paulo, Brazil; onsite on the trading floor
Company
is a global investment banking, securities, and investment management firm founded in 1869 and headquartered in New York.
What you will do
- Develop and maintain derivative pricing models across Rates, FX, and Credit asset classes.
- Develop and optimize marking, quoting, and hedging strategies and systems.
- Analyze trading data and build machine learning models.
- Perform pricing and hedging analysis for complex transactions.
- Conduct scenario analysis in response to market events.
- Provide quantitative and technological solutions for the Global Currency and Emerging Markets trading desk.
Requirements
- MS or PhD in Quantitative Finance, Mathematics, Statistics, Computer Science, or Engineering.
- Strong quantitative, analytical, problem-solving, programming, and communication skills.
- Strong coding skills and an interest in financial markets.
- Ability to learn quickly and work in a self-driven, results-oriented manner.
- Experience analyzing large datasets is preferred.
Culture & Benefits
- Work directly with trading teams and contribute to solutions with immediate commercial impact.
- Exposure to a global cross-asset desk covering Rates, FX, Credit, vanilla, options, and structured products.
- Training and development opportunities, firmwide networks, wellness resources, and personal finance offerings.
- Commitment to diversity, inclusion, and reasonable accommodations during the recruiting process.
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