The role involves researching, designing, and implementing indices and systematic strategies across various asset classes including fixed income, equities, and derivatives. The individual will build and maintain multi-asset allocation models while ensuring efficient replication and transaction cost control. A significant portion of the work includes conducting rigorous backtests and developing quantitative infrastructure such as data pipelines and monitoring dashboards. The position also focuses on creating AI-powered tools, including LLM-driven analysts and agents, to support investment research. Additionally, the role supports the launch of new ETFs and involves replicating research papers to validate investment strategies.

Candidates must hold a bachelor's degree in a quantitative field such as engineering, mathematics, physics, statistics, economics, computer science, or quantitative finance. At least three years of experience in quantitative research, systematic asset management, or risk-related roles is required. Proficiency in Python, specifically with pandas, numpy, and scipy, is necessary for the position. Furthermore, the role requires familiarity with the Brazilian financial market and a demonstrated interest in building AI-powered tools and production-grade analytical infrastructure. Professional certifications like CFA, CAIA, or FRM, as well as graduate degrees, are considered beneficial.