Senior Pricing, Quantitative Model Risk Analyst

Hedgepoint Global Markets

. Develop, enhance and validate pricing methodologies, valuation tools and quantitative models used across derivatives and structured products .

Posted 9/15/2026full-timeSão Paulo • BrazilSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in derivatives pricing, quantitative analysis, and model validation, with advanced proficiency in Python and a strong foundation in mathematics and statistics. Capable of collaborating across teams to enhance pricing methodologies and ensure data integrity.

Highest-signal resume keywords

Derivatives PricingQuantitative AnalysisModel ValidationAdvanced Python SkillsMarket Data Management

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Quantitative ModelsNumerical AnalysisModel GovernanceBacktestingSensitivity AnalysisCalibration MethodologiesStatistical AnalysisVBASQLAPIs

Soft Skills

Analytical DocumentationClear Communication

Tools & Technologies

PandasNumPySciPyGitCloud Analytics

Industry Keywords

CommoditiesOptionsSwapsFuturesExotic DerivativesCounterparty RiskMarket RiskValuation AdjustmentsIndependent Price VerificationModel Risk Frameworks

Tech Stack

Tools & technologies

CloudNumpyPandasPythonSQLVBA

About the role

Key responsibilities & impact

Develop, enhance and validate pricing methodologies, valuation tools and quantitative models used across derivatives and structured products
Collect, maintain and monitor market data inputs, including prices, curves, volatilities, correlations and other quantitative parameters
Ensure the integrity, accuracy and completeness of market data through independent validation and control processes
Contribute to automation of pricing, risk and reporting processes using Python, VBA and other analytical tools
Perform independent review, challenge and validation of Front Office initiatives, new products, trading strategies, pricing methodologies and valuation approaches
Support development, monitoring and enhancement of RAROC frameworks and other business-related studies
Assess model assumptions, limitations, calibration methodologies and performance through backtesting, benchmarking, sensitivity analysis and stress testing
Maintain model governance documentation, validation records, model inventories and lifecycle reviews
Collaborate with Trading, Risk, Finance, Operations and Technology teams to investigate pricing discrepancies and improve analytical frameworks
Support analysis of new business opportunities, structured transactions and strategic initiatives

Requirements

What you’ll need

Bachelor's degree in Mathematics, Statistics, Engineering, Physics, Economics, Computer Science or a related quantitative discipline
Solid professional experience in derivatives pricing, quantitative analysis, model development, model validation or model risk, preferably within commodities or financial markets
Advanced Python skills, including numerical analysis, data handling, testing and code review
Knowledge of VBA for legacy-tool maintenance and migration is desirable
Experience with model validation techniques, numerical methods, calibration, market data construction, backtesting, stress testing, sensitivity analysis and benchmarking
Knowledge of model governance, documentation standards, change management and remediation tracking
Strong knowledge of mathematics, probability, statistics, stochastic processes and numerical methods
Deep understanding of derivatives, payoff structures, Greeks, volatility, discounting, forward curves and valuation under different market conventions
Ability to independently challenge model assumptions and implementation, translating quantitative findings into practical risk conclusions
Advanced Python knowledge, including Pandas, NumPy, SciPy, object-oriented programming, version control and automated testing
Strong analytical documentation and data quality control capabilities
Professional proficiency in English and Portuguese
Ability to prepare technical documentation and present conclusions clearly
Experience with commodities, options, swaps, futures, exotic derivatives and counterparty or market risk models is a differential
Knowledge of SQL, Git, APIs, cloud analytics or other quantitative development environments is a differential
Familiarity with valuation adjustments, independent price verification, model risk frameworks and derivative pricing models is a differential

Benefits

Comp & perks

Hybrid work arrangement
Up to twice a week at the base office
Professional qualification opportunity is desirable (not a stated benefit)