Senior Risk Modeling Analyst

Description

Job Summary: Senior Risk Modeling Analyst to develop and maintain quantitative risk models, contributing to innovation and process improvement. Key Highlights: 1. Develop and calibrate quantitative risk models 2. Support the development of risk models and stress testing 3. Contribute to innovation initiatives and automation of routines **Date:** April 28, 2026 **Location:** São Paulo, São Paulo **Company:** B3 S.A. – Brasil, Bolsa, Balcão **About the Position** **Position:** Senior Risk Modeling Analyst **Location:** São Paulo/SP **Publication Date:** 04/28/26 **Your Day-to-Day Responsibilities** * Develop, calibrate, and maintain quantitative models for measuring central counterparty, market, liquidity, and cash flow risks; * Work with the Closeout Risk Evaluation (CORE) risk model, including incorporation of new products, margin optimization, and corrections to existing models; * Support the development and maintenance of pre-trade risk (LiNe) models, foreign exchange clearinghouse risk models, and stress tests; * Contribute to innovation initiatives by enhancing prototypes of models used for research and contingency purposes; * Automate routines, apply new analytical tools, and improve departmental processes. **Department Responsibilities** The department plays a strategic role in supporting B3’s risk management across the B3 Clearinghouse and Foreign Exchange Clearinghouse environments. Its mission is to ensure that risk models align with industry best practices and regulatory requirements, thereby supporting critical decisions essential to the stability of the financial market. **What We Expect From You** * Bachelor’s degree or higher in Statistics, Mathematics, Engineering, Economics, Computer Science, or related fields, with a strong quantitative foundation; * Practical experience in financial modeling and understanding of B3’s centrally cleared financial products (currency derivatives, interest rate derivatives, commodities, equities, over-the-counter (OTC) instruments, and spot market); * Experience in programming for data analysis and modeling, preferably in R and Python; * Ability to manipulate structured databases (Pandas, data.table/dplyr); * Knowledge of relational databases and SQL for data extraction and processing; * English proficiency sufficient for reading technical and international regulatory materials. **Nice-to-Have Qualifications:** * Prior experience in pricing equity and fixed-income securities; * Solid understanding of probability theory, statistics, and econometrics; * English proficiency enabling oral and written communication. **Benefits** * **Profit and Results Sharing Program** (PLR) * **Bradesco Health and Dental Insurance** * **Meal Allowance** (BRL 600/month) * **Food Voucher** (BRL 50 per business day) * **Transportation Voucher** and partial reimbursement for shuttle services * **Private Pension Plan** * **Maternity Leave** (up to 180 days) and extended paternity leave * **Childcare/Babysitter Assistance** * **Wellhub (Gympass)** and **TotalPass**, extendable to dependents * **Advantage Club**, offering discounts at hundreds of companies * Flexible dress code (“Dress as you are!”) * **Alura** online learning platform * **Quality-of-Life Programs:** personal support, workplace gymnastics, birthday day off, free museum entry, quick massage, and more * **Funeral Assistance** for you and your pet **Recognitions** * **Top Employer Brazil** (2020–2025) * **Best Companies to Work For** (Financial Institutions, Information Technology, São Paulo, Women, Ethnic-Racial, LGBTI+) * Awards reinforcing our commitment to diversity, inclusion, and excellence **Join Us in Building the Future with B3!** We are much more than Brazil’s stock exchange. We are a global reference in financial market infrastructure, with over 100 years of history and direct impact on the country’s sustainable economic development. Here, you’ll find an inclusive, innovative, and collaborative environment where every individual is the protagonist of their own journey. **Want to join a team that connects markets, advances careers, and transforms lives? Then this opportunity is for you!