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I am retrofitting the main light in a room to be controlled by a home automation system, in this case, I'm using z-wave.

I would like to have all switches that control the light do so using z-wave, and the actual dimmer circuit won't have a physical switch (it will be buried in the light fixture).

In other words, I will have no switches in the wall that actually break the connection or dim the light.

Is this ok from a code perspective? Does NEC have some kind of rule that I must have a switch in the room that physically controls the light?

The NEC requirement is that it be possible to turn on a light in a room, via a switch that is in a reasonably expected location.

If you need your phone to turn the light on, that's a no go.

NEC is not particular about whether the lamp is a permanently installed light, or a plug-in floor lamp. The floor lamp is allowed to have a switch on itself, which if turned off, defeats the room switch.

NEC is also not particular about the technology used, as long as it's listed. It just needs to work.

However, they may be other building codes which come to bear. There is also your local jurisdiction's interpretation, their local rules, and the ultimate nuke: the ability of the jurisdiction to revoke a home's occupancy permit if the arragement proves to be problematic.

This isn't as novel as you think

Many commercial buildings use a similar setup, with low-voltage wired controls at the switch locations on the wall talking to a central dimmer panel that handles the actual dimming duty for a set of lighting circuits, instead of using individual wallbox-mounted line-voltage controls. So, as long as the Z-wave remotes you plan to wall-mount are reliably powered (so they won't quit working unexpectedly due to a dead battery, for instance) and can provide the expected degree of lighting control, I think this will be fine.