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FGV QUANT

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Recruitment process

FGV Quant brings together FGV-SP students who want to learn about finance, statistics, mathematics and programming. Recruitment runs every semester, at the start of FGV's academic term: the next one is 2027.1. Dates and stages will be announced here and on our channels.

Status: Applications: closed
Frequency
Every semester
Next recruitment
2027.1
Technical prerequisites
None
Who it's for
FGV-SP students

Follow our channels to stay up to date on upcoming applications.

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What you will learn

Trainees go through a training program with in-person and online classes, assessments and a final project, covering the foundations of quantitative finance.

  1. 01

    Statistics

    Probability and inference as the basis for analyzing financial data.

  2. 02

    Econometrics

    Models to estimate relationships and test hypotheses with market data.

  3. 03

    Quantitative strategies

    How systematic strategies are built and evaluated.

  4. 04

    Portfolios

    Building portfolios and balancing risk and return.

  5. 05

    Fixed income

    Bonds, interest rates and the term structure.

  6. 06

    Derivatives

    Options, futures and how to price them.

  7. 07

    Programming

    Code to handle data, test ideas and automate analyses.

  8. 08

    Artificial intelligence

    Machine learning and AI applied to market problems.

How it works

  1. 01

    Classes

    In-person and online sessions, one topic per class.

  2. 02

    Assessments

    Problem sets and exams to consolidate the material.

  3. 03

    Final project

    Built throughout the program, with partial deliveries and a presentation at the end.

Trainee cycle final projects

At the end of the cycle, each trainee group presents a final project to a panel. These were the standouts of recent semesters.

  • Long straddle

    2026.1Standout project of the trainee cycle

    Long straddle

    Standout final project of the 2026.1 trainee cycle, for technical quality, clarity and market relevance.

    Members: Bianca Campos, João Barros, Marina Silva

  • Volume weighted average price (VWAP)

    2025.2Standout project of the trainee cycle

    Volume weighted average price (VWAP)

    Standout final project of the 2025.2 trainee cycle, for technical quality, clarity and market relevance.

    Members: Bruna Magalhães, Enrico Poggi, Lucas Heluy, Sophia Shimamoto

  • Momentum trading with random forests

    2024.2Standout project of the trainee cycle

    Momentum trading with random forests

    A momentum strategy on Apple stock on NASDAQ, with a random forest trained on 51 daily technical indicators and two test periods to avoid distortions from extraordinary events.

    Members: Álvaro Duarte, Felipe Chanis, Jorge Fernandes

  • Pairs trading in homebuilders (EVEN3 and TRIS3)

    2024.1Standout project of the trainee cycle

    Pairs trading in homebuilders (EVEN3 and TRIS3)

    Cointegrated pairs in homebuilding (Engle-Granger test), traded on the z-score of moving averages of the price ratio, with a 70/30 train-test split.

    Members: Hugo Villanova, Marcelo Bettarello, Lucca Costa