CAS | Senior Asset Pricing Analyst

Description

Job Summary: We are seeking an organized, curious professional with strong analytical thinking to work on asset pricing and process development, leveraging programming and data skills. Key Highlights: 1. Working with numbers, innovative solutions, and analytical thinking. 2. Performing asset valuation and hedge structure calculations in the financial market. 3. Conducting investigations, building processes, and fostering cross-departmental collaboration. If you are organized, curious, enjoy working with numbers, seek unconventional solutions, and possess analytical thinking — join us! Asset Pricing involves valuing a wide variety of financial market assets, ranging from CDBs, Financial Letters, and Debentures to Swaps, NDFs, interest rate futures, and other instruments. We also verify hedge structures, price bands, limit controls, and profit-and-loss reconciliations, among other activities. If you thrive on challenges like these, \#joinus to help Sicredi grow even further! For this opportunity, we seek someone with strong **programming and data proficiency**, essential for market evaluation and report development. Daily tasks involve extensive investigation (we’re a bit like "Sherlock Holmes"), process development, and collaboration across departments. \#LI\-GT1 \#LI\-HYBRID **Responsibilities and Duties** * Perform mark-to-market valuation of 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 band requirements; * Propose and prepare presentations for the Mark-to-Market 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 the financial market, including **fixed-income and derivatives valuation**. **Other requirements and qualifications:** * Strong organizational and interpersonal skills are essential, as we handle diverse information, systems, and partner departments; * Analytical capability, logical reasoning, and knowledge of financial mathematics; * Ability to identify relevant questions through 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 operate under 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 remotely. \_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_ 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 and Food Allowances — with flexible % allocation between VA/VR cards, 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, with 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 make us the **Best Place to Work**, once again ranked #1 by Great Place To Work Brazil (GPTW). Together with **over 9 million members**, across 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 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. **\#JoinSicredi!**