Fuel the Next Generation of LATAM Market Innovation
Are you ready to dominate one of the most dynamic, high-velocity macro environments on the planet? Camber Morris is working with a global fund building out in Sao Paolo who are looking for an exceptional LATAM Rates Quantitative Researcher to spearhead the development of sophisticated pricing models and systematic trading strategies. In this role, you will bridge the gap between complex mathematical theory and live market execution. You will collaborate with elite portfolio managers to capture opportunities across Brazil, Mexico, Colombia, Chile, and other emerging markets.
Key Responsibilities
- Model Development: Design, prototype, and implement advanced mathematical models for pricing, curve construction, and risk management of LATAM interest rate products (including DI futures, TIIE swap curves, and inflation-linked bonds).
- Alpha Generation: Conduct rigorous empirical research to identify systematic trading anomalies and build predictive signals for LATAM rates and FX markets.
- Portfolio Collaboration: Partner directly with portfolio managers and execution traders to translate quantitative insights into actionable portfolio construction and hedging strategies.
- Infrastructure Optimization: Enhance and maintain our high-performance quantitative research platform, ensuring robust data pipelines and fast backtesting capabilities.
- Risk Analysis: Develop stress-testing frameworks and scenario-analysis tools tailored to the unique liquidity profiles and regulatory landscapes of emerging markets.
Required Skills & Experience
- Quantitative Mastery: PhD or Master’s degree in a highly quantitative discipline (Physics, Mathematics, Quantitative Finance, or Computer Science).
- Domain Expertise: A minimum of 3 years of experience as a Quantitative Researcher focusing on linear and non-linear interest rate derivatives, with a deep understanding of LATAM market conventions and dynamics.
- Programming Excellence: Advanced proficiency in Python and C++ for rapid prototyping and production-grade library development.
- Statistical Rigor: Strong foundation in time-series analysis, machine learning techniques, and stochastic calculus.
- Communication Skills: Ability to articulate highly complex mathematical concepts clearly to both technical peers and non-technical business stakeholders.
Nice-to-Have
- Familiarity with LATAM local regulatory reporting, clearing house rules, and onshore/offshore basis dynamics.
- Prior experience integrating alternative data sources into systematic macro strategies.