обновлено 3 дня назад
Strategist (Cross Asset Derivatives)
Вакансия из Hirify Global, списка международных tech-компанийДля мэтча и отклика нужен Plus
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Strategist (Cross Asset Derivatives) (Equity Derivatives, Rates, Delta One): Building pricing tools, risk analytics, valuation models, and strategy back-testing capabilities for emerging markets derivatives with an accent on equity product modelling, rates curve calibration, and dividend, funding, and rates parameter modelling. Focus on developing a centralized model library, risk engines, agentic coding workflows, and portfolio manager-led analytics.
Location: São Paulo, Brazil
Company
is a global multi-manager hedge fund investing across quantitative, tactical, fundamental equity, and discretionary macro and fixed-income strategies.
What you will do
- Support portfolio managers and traders across emerging markets equity derivatives, macro, delta one, fixed income, index rebalance, and special situations strategies.
- Build pricing tools and develop equity product models with robust risk representation.
- Calibrate and integrate rates curves, including non-deliverable forwards.
- Model and calibrate dividend, funding, and rates parameters for delta-one strategies.
- Develop a centralized valuation model library, risk engines, and supporting platforms.
- Design strategies, build back-testing analytics, and enable agentic coding workflows for end users.
Requirements
- Strong Python skills.
- Experience developing equity or rates derivative models in enterprise environments.
- Experience with risk platform applications and risk concepts.
- Experience collaborating with portfolio management, quantitative, and research functions.
- Excellent written and verbal communication skills, with strong ownership and a track record of delivering results.
Nice to have
- Experience with delta-one equity businesses.
- Experience with agentic coding practices.
Culture & Benefits
- Collaborative, teamwork-oriented environment where ideas are encouraged at all levels.
- Learning and educational offerings to support continuous development.
- Opportunities to innovate and make an impact across a global investment organization.
- Internal networks, external partnerships, and service initiatives supporting inclusion and community.
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