Description
XP Inc. is hiring a Core Quant to develop, calibrate, and validate pricing models for fixed income, over-the-counter derivatives, and exotic derivatives; implement stochastic models and volatility surfaces; compute Greeks; optimize high-performance calculation kernels in C++, Python, and CUDA/OpenCL; and support model governance, testing, and mentorship. The role requires an undergraduate degree in a quantitative field, at least four years of relevant financial-institution experience, and experience pricing Brazilian-market instruments. Benefits include health and dental insurance, flexible on-site work, parental leave, childcare assistance, and other financial and wellness benefits.
