Quantitative Strategist (Cross Asset Derivatives)

TL;DR

Quantitative Strategist (Cross Asset Derivatives): Support portfolio managers and traders in building pricing tools, rationalizing risk analytics, and developing centralized model library for Emerging Markets Equity Derivatives, Macro, and Delta One strategies with an accent on equity product modelling, rates curve calibration, and agentic coding workflows. Focus on designing strategy back-testing analytics, developing risk engines, and solving portfolio manager-led pricing problems.

Location: São Paulo, Brazil

Company

Global multi-manager hedge fund leveraging proprietary technology, infrastructure, and risk analytics across Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income strategies.

What you will do

• Build pricing tools and develop centralized model library for valuation.
• Model equity products and represent risks accurately.
• Calibrate rates curves, including NDF integration.
• Model and calibrate Delta One parameters like dividends, funding, and rates.
• Develop agentic coding workflows and enable end-users.
• Design strategies, conduct back-testing analytics, and support risk engine development.

Requirements

• Excellent communication skills, both written and verbal
• Strong Python skills
• Experience developing equity or rates derivative models in enterprise settings
• Experience in risk platform applications and understanding
• Experience working with PMs, quants, and research functions
• Experience with Delta-1 equity business preferred
• Experience with agentic coding practices
• Strong ownership and track record of delivering results

Culture & Benefits

• Teamwork-oriented, collaborative environment encouraging ideas at all levels.
• Investment in learning, educational offerings, and opportunities to innovate.
• Internal networks, external partnerships, and service initiatives promoting inclusion.