Emerging Markets Rates Quantitative Researcher

Benefits

Parental leave

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Non-birth-parent leave

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Family-building benefits

• Fertility benefits: Not verified
• Adoption assistance: Not verified
• Surrogacy assistance: Not verified

Mental health support

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Relocation assistance

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Childcare support

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Learning budget

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Verification

Not verified checked Jun 7, 2026

Salary

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401(k) match

Reported from DOL Form 5500 industry filing (not employer-specific)

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Market context

U.S. role benchmark (BLS OEWS)

$111,944 U.S. median for this role

Projected growth (BLS Employment Projections)

+13.7% - Much faster than average

Matched to SOC 15-1252 - Data and ML aggregate by role bucket.

Source: U.S. Bureau of Labor Statistics, OEWS, May 2024 and Employment Projections, 2024-2034.

Role

Role function

Data From the posting source checked Jun 20, 2026

Seniority

Mid From the posting source checked Jun 20, 2026

Schedule

Shift type

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Weekend work

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Company

Company stage

Growth-stage From the posting source checked Jun 20, 2026

Equity

Offered From the posting source checked Jun 20, 2026

Application

Cover letter

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Assessment

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Deadline

Not stated

Where they hire

State eligibility is not yet verified.

About this role

Emerging Markets Rates Quantitative Researcher São Paulo, Brazil The Role We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher focusing on Emerging Markets. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor in the development of our cross-asset analytics platform. What you'll do Working in the QR Rates team, you will be in charge of modelling, implementing and maintaining all aspects of our Emerging Market Rates analytics offering; namely: - Owning the full curve construction stack for EM rates: bootstrapping, interpolation, multi-curve / cross-currency frameworks, turn-of-year effects, and central bank meeting date handling - Model EM-specific instrument conventions (CDI, TIIE, SOFR vs. local benchmarks, NDF-implied curves, onshore/offshore basis...) and encode them into our quant library - Leverage our internal quant library to deliver production-quality pre-trade analytics - EM curve monitors, RV tools, scenario builders - that PMs consume directly - Drive improvements to our curve fitting methodology (spline selection, knot placement, smoothness vs. market-fit trade-offs) - Maintain and modernize our codebase to the highest industry standards What you'll bring - An MSc or PhD in a STEM discipline - A deep technical knowledge in curve building, especially in a cross-currency context. - Experience supporting rates trading desks. - Familiarity with peculiarities in EM markets - instrument conventions, rate behavior. - At minimum, 3+ years development experience in either Python

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