Brasil Warrant LLC seeks a Quantitative Analyst, in New York, NY to develop portfolio and trade optimization tools, including a central liquidity book, portfolio optimizer, and performance analytics tools. Liaise between risk, data, the PMs, and software development to ensure that analytical tools, across the Firm, are properly deployed. Take a leading role in evaluating code and QA on output. Work with discretionary PMs to support work on data analysis and back-testing, ensuring robust, bias-minimized work is performed. Liaise with Quant PMs to ensure data and analytical needs are met. Research crowding, stress testing frameworks, leverage, the efficacy of specific risk models, and other matters relating to improving risk estimation and management. Research new techniques and technologies. Heavily contribute to the core infrastructure of the organization (security master set-up, data gathering, cleaning, etc.) Occasional remote work permitted, when necessary. Requirements: Masters degree in mathematics, finance, or a related quantitative field, plus 2 years of experience with the following: Python programming; SQL/Databases; quantitative analysis/statistics; Barra risk model; transaction cost analysis and optimization; AI; Snowflake; and data visualization technologies (Tableau). Salary Range: $140,000 - $250,000. To apply, send resume to human.resources@bwsa.com.br with job title in subject line.