Emerging Markets Rates Quantitative Researcher

Schonfeld

São Paulo, Brazil
On-site
Msc or phd in stem discipline
3+ years python or c++ development
Deep technical knowledge in curve building
The role involves owning the full curve construction stack for Emerging Market rates including bootstrapping and multi-curve frameworks

Job Summary

  • The role involves owning the full curve construction stack for Emerging Market rates including bootstrapping and multi-curve frameworks.
  • Candidates will leverage an internal quant library to deliver production-quality pre-trade analytics such as RV tools and scenario builders.
  • The position offers a greenfield project opportunity within a small, elite team using a modern cloud-native development stack.

Matching Summary

The role involves owning the full curve construction stack for Emerging Market rates including bootstrapping and multi-curve frameworks.

Skills & Requirements

Must-have

  • MSc or PhD in STEM discipline
  • 3+ years Python or C++ development
  • Deep technical knowledge in curve building
  • Experience supporting rates trading desks
  • Familiarity with EM market instrument conventions

Nice-to-have

  • Excellent written and verbal communication skills
  • Track record of delivering projects from start to finish
  • Great problem solver
  • Experience with cross-currency frameworks

Key Requirements

  • MSc or PhD in STEM
  • Minimum 3 years production development experience
  • Python or C++ proficiency
  • Rates trading desk support experience

Work Rights

Not specified

Tailored Resume

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