Helo,
I use python 2.7 and pip from homebrew:

    pip 7.1.2 from /usr/local/lib/python2.7/site-packages (python 2.7)


I also verified that installing from the source gives the same error. However, simply putting 

    export CFLAGS=-I/usr/local/lib/python2.7/site-packages/numpy/core/include/
    
solves the problem: "python setup.py build" runs smoothly.

Kind regards,
Alberto