Sr Pricing & Quantitative Model Risk Analyst
hedgepointglobal · São Paulo
Descrição do cargo
About the role
The Senior Pricing & Quantitative Model Risk Analyst will blend hands‑on derivatives pricing expertise with independent model‑risk oversight. You will develop, enhance and validate pricing methodologies, ensure market data integrity, and support RAROC and other profitability studies while maintaining robust documentation throughout model lifecycles.
Key responsibilities
- Develop, enhance and validate pricing methodologies, valuation tools and quantitative models for derivatives and structured products.
- Collect, maintain and monitor market data inputs (prices, curves, volatilities, correlations) and ensure their accuracy before use in risk and valuation systems.
- Automate pricing, risk and reporting processes using Python, VBA and other analytical tools.
- Independently review, challenge and validate Front Office initiatives, new products and trading strategies prior to implementation.
- Support RAROC framework development, back‑testing, benchmarking, sensitivity analysis and stress testing of models.
Required profile
- Bachelor’s degree in Mathematics, Statistics, Engineering, Physics, Economics, Computer Science or a related quantitative discipline; Master’s degree or professional qualification is a plus.
- Solid professional experience in derivatives pricing, quantitative analysis, model development or model validation, preferably in commodities or financial markets.
Required skills
- Advanced Python (including Pandas, NumPy, SciPy, OOP, version control and automated testing).
- VBA for legacy‑tool maintenance and migration.
- SQL, Git, APIs and cloud analytics environments.
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Publicado há 2 horas
Expira em 1 mês
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hedgepointglobal
São Paulo