Risk Quant (Fintech)

TL;DR

Risk Quant (Fintech): Designing and implementing risk models and production-quality tools for a multi-billion-dollar fixed-income and macro portfolio with an accent on scenario analysis and stress-testing. Focus on owning the full analytics lifecycle, building data pipelines on AWS, and developing lightweight UIs for risk management.

Location: São Paulo, Brazil

Company

hirify.global is a global multi-manager hedge fund that leverages proprietary technology and risk analytics to invest across Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income strategies.

What you will do

• Design risk models and ship production-quality tools for scenario and stress-testing and factor-based risk decomposition.
• Own the full lifecycle of risk analytics from specification and prototyping to production release.
• Manage data processing and calculations pipelines leveraging AWS and Prefect.
• Collaborate with the Risk Technology team on the ingestion and cleanup of risk data.
• Build lightweight UIs using Dash or Excel/PyXll for use by Portfolio Managers and Risk Managers.
• Document and present model assumptions, limitations, and validation results to stakeholders.

Requirements

• MSc or PhD in a STEM discipline.
• 5+ years of experience working in a financial institution, preferably in a buy-side risk management context.
• Production Python experience (NumPy, Pandas, SciPy); experience with async or reactive pipelines is a plus.
• Strong experience working with relational database management systems.
• Deep knowledge of interest rate derivatives and risk.
• Solid mathematical background, particularly in statistics.

Culture & Benefits

• Direct impact where production code drives daily trading decisions.
• Modern cloud-native stack featuring AWS, Prefect, Coder, and Kubernetes.
• Automated CI/CD environment.
• High autonomy and rapid decision cycles within a small, elite team.
• Culture of continuous learning and empowerment.