Quantitative Specialist — Portfolio Solutions, Nu Asset
Core
Design and implement indices, systematic strategies, and multi-asset allocation models for ETFs and systematic funds across fixed income, equities, and derivatives.
Role type
Quantitative Analyst (Systematic Asset Management & Index Construction)
Builds
Production-grade indices, allocation models, backtest frameworks, and AI-powered research tools on Databricks.
Domain
Asset Management / Quantitative Finance / Latin American Markets
Deliverable
production ML models | product features
Required skills
Python (pandas, numpy, scipy), quantitative research, systematic asset management, backtesting, data pipeline construction, LLM/AI agent development, Brazilian market knowledge (NTN-B, IMA, Ibovespa, B3 derivatives)
Preferred skills
CFA/CAIA/FRM, ETF/index replication experience, Databricks (Workflows, Delta, Unity Catalog), MLOps, internal tool design
Technologies
Python, Databricks, LLMs, AI agents
Responsibilities
Research and implement indices and systematic strategies; build and maintain multi-asset allocation models; run rigorous out-of-sample backtests; develop AI-powered investment research tools; support new ETF launches; replicate academic papers and validate results.
Seniority
Mid-level, hands-on IC