Big Phil is in Europe plusthere are Brazilian coaches who are not head coaches at big clubs. They are either junior coaches or at smaller clubs.
There was Brazilian in the United set-up recently.
Luxemburgo was in Europe for a minute.
Brazilian coaches are also all over the "developing" football regions like Japan, Asia, the middle east and off course Concacaf.
Here is an interesting article that notes that there were 5 Brazilians leading National selections last year (Costa Rica, Saudi Arabia, Japan, Portugal, and Brazil), more than any other country.