Quantitative Investment Portfolio Manager responsible for research and developing methodologies for managing global multi-asset risk parity based portfolios.
Compensation
Base salary: $200,000 - $250,000
Responsibilities
Conduct alpha factor research for global equity strategies
Apply statistical analysis and modeling techniques to datasets
Perform advanced programming in Python/Pandas, R, and SQL
Extract data from Factset, Bloomberg, Revere, and Thomson Reuters databases
Author research papers
Requirements
Master’s degree in Finance, Econometrics, Economics, Mathematics, or a directly related field
Manage portfolio risk, oversee trade execution, supervise research and development team, design and develop quantitative investment strategies, conduct research and expand trading universe.
Responsibilities
Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
Overseeing automated trade execution and monitoring transaction costs.
Supervising a small team of researchers and developers on a daily basis.
Designing, researching, and managing sophisticated investment strategies by creating and engineering advanced quantitative financial computer modeling systems.
Performing research to acquire historical and production data sources needed to build investment models.
Requirements
Advance degree (Masters or Ph.D.) in a computational or analytical field.
A front-office role at the intersection of quantitative finance, AI, and product development — focused on building and evolving the firm’s AI-powered research and analytics platform.
Responsibilities
Prototype and validate quantitative workflows end-to-end — from data retrieval and signal construction through to strategy evaluation, PnL simulation, testing, and risk/scenario analysis
Write high-quality platform code and quantitative libraries — including code designed to be called and understood by AI, with clear interfaces, documentation, and instructions to AI
Enhance the platform’s ability to reason about markets, interpret financial data, and produce reliable, contextually aware analysis across products and markets
Continuously evaluate how the platform is used, identify where it excels and where it falls short, and drive improvements that deliver measurable value to trading and research workflows
Engage with stakeholders across the firm — trading desks, risk management, researchers, new joiners, and others to discover emerging use cases and adapt the platform’s capabilities accordingly
Requirements
Background in quantitative finance, financial engineering, applied mathematics, statistics, physics, computer science, or a related technical field
Lead the development of AI-powered research and analytics platform for front‑office trading desks.
Compensation
The annual base salary range for this position is $175k to $250k depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.
Responsibilities
Prototype and validate quantitative workflows end‑to‑end
Write high‑quality platform code and quantitative libraries
Enhance the platform’s ability to reason about markets
Continuously evaluate platform usage and drive improvements
Engage with stakeholders to discover emerging use cases
Atuar como referência de 2ª linha independente, fornecendo visão crítica e tempestiva sobre risco de crédito do Cartão iFood Pago, garantindo que decisões de produto, política e crescimento estejam alinhadas ao apetite de risco da companhia.
Responsibilities
Atuar como referência de 2ª linha independente: Fornecer visão crítica e tempestiva sobre risco de crédito do Cartão iFood Pago, garantindo que decisões de produto, política e crescimento estejam alinhadas ao apetite de risco da companhia.
Mapear gaps e construir governança: Entender a fundo a carteira, políticas vigentes e modelos em produção; identificar lacunas de monitoramento e propor melhorias estruturadas de governança e controle.
Criar e automatizar monitoramento independente: Desenvolver painéis e alertas automatizados em Python e SQL para acompanhar indicadores de saúde por segmento, vintage, cohort, roll rate, NPL, FPD e demais métricas críticas, com evidências estatísticas que antecipem problemas.
Validar e desafiar modelos de crédito: Executar validação independente de modelos de PD, LGD, EAD e perda esperada, incluindo backtesting, análises de discriminação (KS, Gini, AUC), calibração, estabilidade (PSI), detecção de drift e avaliação de definições de evento, variáveis e resultados de testes champion-challenger.
Estabelecer processo ágil de opinião de risco: Estruturar fluxo claro de análise e comunicação com SLA definido, entregando pareceres fundamentados para 1ª linha, Produto, Data Science, Engenharia e lideranças, de forma que a opinião de risco seja insumo acionável, não barreira.
Quantitative Trading & Research – Global Clearing – Vice President
Lead the design, delivery, and governance of risk and pricing analytics and models across F&O and OTC derivatives for the Global Clearing team.
Compensation
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions.
Responsibilities
Own delivery of front‑office risk/pricing analytics and margin solutions
Lead end‑to‑end initiatives from problem framing to production deployment
Design and enhance margin and derivative models
Serve as model owner managing roadmaps and controls
Build and productionize analytics for intraday/EoD automation
Requirements
Advanced degree (PhD, MSc, or equivalent) in Mathematics, Physics, Statistics, Computer Science
Nice to have: curve building multi‑curve frameworks
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