Quant Strategist (FX Volatility)

Location: São Paulo, Brazil

Company

hirify.global is a global multi-manager hedge fund that leverages proprietary technology and risk analytics to deliver industry-leading returns across diverse investment strategies.

What you will do

• Model, implement, and maintain the FX volatility analytics framework.
• Develop high-quality risk and analytical tools for portfolio management teams.
• Collaborate within an elite team to build a greenfield quant library.
• Ensure code hits production daily to drive real-time trading decisions.
• Utilize a cloud-native development stack including AWS and automated CI/CD pipelines.

Requirements

• MSc or PhD in a STEM discipline.
• Strong financial mathematical background, specifically in stochastic calculus.
• 5+ years of development experience in both compiled languages (C++, C#, Rust) and Python.
• 5+ years of experience in financial institutions, preferably in a quant modeling role.
• Deep technical knowledge of FX derivatives modeling, including exotics.
• Excellent algorithmic knowledge and a proven track record of project delivery.

Culture & Benefits

• Direct impact on trading decisions through production-ready code.
• High autonomy within a small, elite team with rapid decision cycles.
• Commitment to continuous learning, innovation, and professional development.
• Collaborative and teamwork-oriented environment.
• Access to modern cloud-native tooling and infrastructure.