Analista de Risco – Sênior

This is a fully remote position, open to applicants in Brazil.

📋 Description

• Oversee client guarantees and margins with leveraged positions (stocks, term, options, futures, proprietary desk, if applicable).

• Calculate and report VaR, Expected Shortfall, and stress scenarios for the brokerage's and clients' leveraged portfolios.

• Manage counterparty risk in repurchase agreements, asset lending, and structured operations.

• Validate margin calls and execute forced liquidation when necessary.

• Control the brokerage's cash flow, ensuring compliance with obligations at B3 and with clients.

• Monitor concentration limits by asset and client (funds, high-exposure individuals).

• Identify failures in compensation, settlement, asset custody processes, and transaction recording.

• Track operational incidents and propose controls to prevent losses (e.g., delays in asset delivery, order errors).

• Participate in the development and review of the Business Continuity Plan (PCN) and periodic tests.

• Ensure compliance with B3, ANBIMA, CVM, and Central Bank regulations (especially Resolution 4,557, Circular 3,748).

• Prepare regulatory risk reports (including operational risk maps and liquidity stress tests).

• Assist internal and external audits with documentation and technical justifications.

⛳️ Requirements

• Active PQO Risk certification (ANBIMA or partner certifying entity).

• Degree in Economics, Business Administration, Engineering, Mathematics, Statistics, or Actuarial Science.

• At least 5 years of experience in market risk and/or operational risk – specifically in a securities brokerage, investment bank, clearinghouse, or asset management.

• Proficient in risk metrics: VaR, Expected Shortfall, Greeks (options), stress scenarios, backtesting.

• Practical knowledge of B3 margins (guarantee risk model – MRS, options margin, etc.).

• Proficiency in SQL and Python/R for report automation and analysis.

• Technical English for reading B3 manuals, CVM documents, and international standards (IOSCO, BCBS).

🏝️ Benefits

• Competitive salary and performance incentives.

• Comprehensive health and dental insurance.

• Opportunities for professional development and training.

• Flexible working hours and remote work options.