The company, XP Inc. is seeking a highly qualified Sr. Quant Analyst to join their Risk team. This role is crucial for developing and enhancing advanced quantitative models, with a focus on option modeling and stochastic calculus, to support strategic decision-making and risk management.
Role involves:
Developing advanced quantitative models for option modeling and stochastic calculations.
Applying advanced stochastic calculus techniques for risk analysis and modeling.
Conducting complex quantitative analyses to support investment strategies and portfolio management.
Collaborating with multidisciplinary teams to integrate quantitative models into trading and analysis systems.
Optimizing algorithms and modeling processes to ensure computational efficiency.
Documenting methodologies and results clearly and precisely.
Requirements:
Bachelor's degree in Mathematics, Statistics, Physics, Engineering, Economics, or related fields.
Proven experience in developing quantitative models in the financial market.
Proficiency in programming languages such as Python or SQL.
Solid knowledge of applied mathematics, especially in stochastic calculus and option modeling.
Analytical skills and critical thinking to solve complex problems.
Ability to present technical results to diverse teams.
The role offers:
Health plan without co-participation (including for dependents).
Dental plan.
Wellhub (Gympass).
Zenklub.
Life insurance.
Flexible iFood benefits (VA and VR).
Transportation voucher.
New Value (benefits club).
Parental leave: 6 months maternity and 20 days paternity.
Creche assistance.
Exclusive Investment Funds.
Investment Advisory.
XP Visa Infinite card without annuity.
Credit (payroll, home equity, Real Estate CCB, etc.).
XP Inc. is a leading independent financial institution in Brazil, managing brands such as XP, Rico, Clear, XP Educação, and InfoMoney. With over 4.6 million active clients and over R$ 1.1 trillion in assets under custody, the company has been transforming the financial market for 23 years. Guided by a culture of "Big Dream," "Entrepreneurial Spirit," "Client Focus," and "Open Mind," XP Inc. seeks ambitious talents to push boundaries.