Hybrid Senior Asset Pricing Analyst

Posted last week

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About the role

  • Perform mark-to-market calculations for derivatives within hedge structures;
  • Conduct pricing of fixed income and equity instruments held in proprietary and third-party portfolios;
  • Manipulate databases and automate processes using SAS/Excel;
  • Verify that transactions comply with the price tunnel limits;
  • Propose and prepare presentations for the Mark-to-Market Committee;
  • Propose and create reports for various control functions.

Requirements

  • Advanced knowledge of programming languages (SAS, VBA, SQL or others) for data analysis;
  • Knowledge of financial markets, such as fixed income and derivatives calculations;
  • Organization and strong interpersonal skills are essential, as the role interacts with a wide range of information, systems and partner areas;
  • Analytical ability, logical reasoning and knowledge of financial mathematics;
  • Ability to identify relevant insights and questions from data analysis;
  • Degree in Actuarial Science, Statistics, Engineering, Economics, Mathematics or related fields;
  • Proficiency with the Microsoft Office suite (Word, PowerPoint and, especially, Excel).

Benefits

  • 14th and 15th fixed salaries (additional annual payments)
  • Profit-sharing (according to seniority)
  • Health and Dental plans with no copayment
  • Well-being programs through Wellhub (formerly Gympass): Nutrition, Psychology, Occupational Health, Massage, running groups and a local gym
  • Meal and Food Vouchers – flexible allocation between meal and grocery cards, no copayment
  • Extended maternity and paternity leave
  • Childcare or nanny allowance for children up to 6 years and 11 months
  • Support for dependents with disabilities, no age limit
  • Life insurance
  • Private pension plan up to 7% of salary
  • Training platform – Sicredi Aprende, offering a variety of courses
  • 40-hour workweek – managed via a time bank system
  • Telework allowance (except for positions that are 100% on-site)

Job title

Senior Asset Pricing Analyst

Job type

Experience level

Senior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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