Emerging Markets Rates Quantitative Researcher (Fintech)

TL;DR

Emerging Markets Rates Quantitative Researcher (Fintech): Developing and maintaining cross-asset analytics and curve construction tools for Emerging Markets Rates with an accent on bootstrapping, interpolation, and EM-specific instrument conventions. Focus on delivering production-quality pre-trade analytics and optimizing curve fitting methodologies to support portfolio management decisions.

Location: São Paulo, Brazil

Company

A global multi-manager hedge fund delivering risk-adjusted returns through proprietary technology and diverse investment strategies.

What you will do

• Own the full curve construction stack for EM rates, including bootstrapping, interpolation, and multi-curve frameworks.
• Model and encode EM-specific instrument conventions (CDI, TIIE, SOFR) into the internal quant library.
• Deliver production-quality pre-trade analytics, such as EM curve monitors and relative value tools.
• Drive improvements to curve fitting methodology, focusing on spline selection and knot placement.
• Maintain and modernize the codebase to meet the highest industry standards.

Requirements

• MSc or PhD in a STEM discipline.
• Deep technical knowledge in curve building, especially in a cross-currency context.
• Experience supporting rates trading desks and familiarity with EM market peculiarities.
• Minimum 3+ years of production-level development experience in Python or C++.
• Proven track record of delivering projects from start to finish.
• Excellent written and verbal communication skills.

Culture & Benefits

• Direct impact with code hitting production daily to drive trading decisions.
• Opportunity to work on a greenfield, cutting-edge quant library.
• Modern cloud-native development stack utilizing AWS, Prefect, and Coder.
• High autonomy within a small, elite team with rapid decision cycles and minimal bureaucracy.