Hello Paulo,
that is a very interesting looking animal you sent photos of. It has a few
"annelid" like features to it - segments, chaetae, simple spines and the
characteristic serrated ones, lobe-like structures that could be podial
(neuro/noto), an antenna-type feature at the anterior end and what look like
specialised chaetae at the posterior end. So my guess is that it IS a
polychaete and agree with Sergio that it probably is a chrysopetalid - but
it looks to me that it has not been described.
Brendan O'Connor