CAS | Senior Asset Pricing Analyst

Description

Job Summary: We are seeking an organized, curious professional with strong analytical thinking to work on asset pricing—investigating data, building processes, and collaborating across multiple departments. Key Highlights: 1. Work on pricing financial market assets. 2. Market evaluation and construction of reports using programming and data. 3. Collaborative culture with a focus on continuous development. If you are organized, curious, enjoy working with numbers, seek unconventional solutions, and possess analytical vision, join us! The Asset Pricing area involves calculating various types of financial market assets—from CDBs, Financial Letters, and Debentures to Swaps, NDFs, and interest rate futures, among others. We also verify hedge structures, price tunnels, limit controls, and profit-and-loss reconciliations, among other activities. If you thrive on challenges like these, \#vemcomagente to help Sicredi grow even further! For this opportunity, we seek someone with strong **programming and data aptitude**, essential for market evaluation and report construction. Daily tasks involve extensive investigation (we’re a bit like "Sherlock Holmes"), process development, and cross-departmental collaboration. \#LI\-GT1 \#LI\-HYBRID **Responsibilities and Duties** * Perform fair value calculations for derivatives within hedge structures; * Conduct pricing of fixed-income and equity assets held in proprietary and third-party portfolios; * Manipulate databases and automate processes using SAS/Excel; * Verify operational compliance with price tunnel parameters; * Propose and prepare presentations for the Fair Value Committee; * Propose and develop reports for various control purposes. **Requirements and Qualifications** **Preferred Qualifications:** * Advanced proficiency in programming languages **(SAS, VBA, SQL or others)** for data analysis; * Knowledge of financial markets, including **fixed-income and derivatives pricing**. **Other Requirements and Qualifications:** * Strong organizational and interpersonal skills are essential, as we handle large volumes of information, systems, and partner departments; * Analytical capability, logical reasoning, and knowledge of financial mathematics; * Ability to identify relevant questions based on data analysis; * Bachelor’s degree in Actuarial Science, Statistics, Engineering, Economics, Mathematics, or related fields; * Proficiency with Microsoft Office suite (Word, PowerPoint, and especially Excel). **Additional Information** At the **Sicredi Administrative Center (CAS)**, business-area positions follow a hybrid work model: 3 days per week onsite at our headquarters located at Av. Assis Brasil, 3940, São Sebastião, Porto Alegre/RS, and 2 days remote. \_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_ At **Sicredi**, you’ll enjoy: 14th and 15th fixed salaries; Profit Sharing (based on seniority); Health and Dental Plans with no co-payment; Well-being Programs via Wellhub (formerly Gympass), Nutrition, Psychology, Occupational Health, Massage, Running Group, and local gym access; Meal Allowance and Food Voucher—with flexible % allocation between VA/VR cards and no co-payment; Extended maternity and paternity leave; Childcare or babysitter allowance for children up to 6 years and 11 months; Allowance for children with disabilities—no age limit; Life insurance; Private pension plan covering up to 7% of salary; Training Platform – Sicredi Aprende, offering diverse courses; 40-hour weekly workload using a time-banking system; Remote Work Allowance (except for fully onsite roles). **Nice to meet you—we are Sicredi.** Our journey began over 120 years ago as Brazil’s first cooperative financial institution. Today, we continue growing and transforming daily alongside **more than 50,000 employees**. They are the reason we’ve once again been ranked **Best Place to Work**, securing the top position according to Great Place To Work Brasil (GPTW). Together with **over 9 million members**, present in all Brazilian states, we believe in the power of cooperation to **build a more prosperous society and generate positive impact in people’s lives**—a shared purpose that unites and inspires us, promoting local and sustainable development, education, and financial inclusion. We continue seeking talents who want to help build a better world—and we want you on board. **\#VemSerSicredi!**