Quantitative Specialist – Portfolio Solutions

Jobtailor; São Paulo; Presencial; BRL 350 000 - 550 000; Tempo integral

Resumo da oferta

Jobtailor seeks a seasoned quantitative researcher in São Paulo to develop and implement indices and systematic strategies across fixed income, equities, and derivatives. You will build multi-asset models and robust pipelines, collaborating with portfolio managers to translate research into investable strategies.

You'll design production-grade tooling, run rigorous backtests, and apply AI-powered methods to enhance investment research.

Qualificações

• Bachelor's degree in a quantitative field.
• 3+ years in quantitative research, systematic asset management, risk, or adjacent roles.
• Strong Python (pandas, numpy, scipy).
• Comfort writing code that others will read, run, and extend.
• Curiosity about building production-grade analytical infrastructure: pipelines, jobs, dashboards, internal tools.
• Genuine interest in applying LLMs and AI agents to quantitative work.

Responsabilidades

• Research, design, and implement indices and systematic strategies across fixed income, equities, and derivatives
• Build and maintain multi-asset allocation models with efficient replication, tracking error control, and transaction-cost awareness
• Run rigorous backtests with no look-ahead or survivorship bias and realistic costs
• Build quantitative infrastructure including reusable data pipelines, backtest frameworks, monitoring dashboards, and Databricks reporting workflows
• Develop AI-powered investment-research tools, including LLM-driven analysts, routine-task agents, and copilots
• Support new ETF launches, including index methodology and interactions with index providers, market makers, administrators, and custodians
• Read papers, replicate results, and evaluate research validity

Conhecimentos

Python Programming

Quantitative Research

Machine Learning

Data Pipelines

Statistical Analysis

Formação académica

Bachelor's degree in quantitative field

Ferramentas

Databricks

Backtest Frameworks

Monitoring Dashboards

Index Methodology

Descrição da oferta de emprego

Responsibilities

• Research, design, and implement indices and systematic strategies across fixed income, equities, and derivatives
• Build and maintain multi-asset allocation models with efficient replication, tracking error control, and transaction-cost awareness
• Run rigorous backtests with no look-ahead or survivorship bias and realistic costs
• Build quantitative infrastructure including reusable data pipelines, backtest frameworks, monitoring dashboards, and Databricks reporting workflows
• Develop AI-powered investment-research tools, including LLM-driven analysts, routine-task agents, and copilots
• Support new ETF launches, including index methodology and interactions with index providers, market makers, administrators, and custodians
• Read papers, replicate results, and evaluate research validity

Requirements

• Bachelor's degree in a quantitative field: engineering, math, physics, statistics, economics, computer science, quantitative finance, or equivalent
• 3+ years in quantitative research, systematic asset management, risk, or adjacent roles
• Strong Python (pandas, numpy, scipy)
• Comfort writing code that other people will read, run, and extend
• Curiosity about building production-grade analytical infrastructure: pipelines, jobs, dashboards, internal tools
• Genuine interest in applying LLMs and AI agents to quantitative work, as builders
• Familiarity with the Brazilian market: NTN-B, IMA, Ibovespa, B3 derivatives, local ETF dynamics
• Ability to communicate quantitative results clearly to portfolio managers, commercial teams, and end investors
• Collaborative, constructive way of working, including documentation, code review, clear disagreement, and credit sharing

Core Competencies

Demonstrates expertise in quantitative research and systematic asset management, with a strong focus on building analytical infrastructure and applying AI-driven tools in investment strategies. Proficient in Python and familiar with the Brazilian financial market dynamics.

Highest-signal resume keywords

• Quantitative Research
• Python Programming
• AI-Powered Investment Tools
• Multi-Asset Allocation Models
• Brazilian Market Familiarity

Hard Skills

• Quantitative Research
• Systematic Asset Management
• Python
• Data Pipelines
• Backtest Frameworks
• Analytical Infrastructure
• Statistical Analysis
• Machine Learning
• Financial Modeling
• Risk Management

Soft Skills

• Clear Communication
• Collaboration
• Curiosity
• Constructive Feedback
• Documentation

Industry Keywords

• Fixed Income
• Equities
• Derivatives
• NTN-B
• IMA
• Ibovespa
• B3 Derivatives
• Local ETF Dynamics

Tools & Technologies

• Databricks
• Monitoring Dashboards
• ETFs
• Index Methodology
• Investment Research Tools