Financial Risk Specialist

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

📋 Description

• Design, implement, and uphold credit risk models and frameworks that comply with BACEN and IFRS 9 standards.

• Oversee and manage retail credit exposures throughout the lifecycle, from origination and underwriting to scoring and portfolio performance.

• Create and validate machine learning and artificial intelligence-based models for Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and behavioral scoring.

• Develop and sustain AI agents to automate workflows related to risk monitoring, provisioning, and reporting.

• Collaborate with the Credit Policy team to establish limits, strategies, and credit appetite that align with the company’s Risk Appetite Statement (RAS).

• Execute stress testing, scenario analysis, and model backtesting to ensure the resilience of the portfolio.

• Partner closely with Data Science, Finance, Compliance, and Fraud teams to guarantee model consistency, explainability, and auditability.

• Prepare and deliver insights and reports to senior management and regulatory bodies.

⛳️ Requirements

• In-depth understanding of BACEN credit risk regulations (Resolution BCB 265/2022, CMN 4.557/2017, CMN 2.682/1999, Circular 3.978/2020).

• Extensive expertise in the retail credit lifecycle: origination, behavioral scoring, collections, and recovery.

• Experience in payments and acquiring, involving merchant, settlement, and receivables-backed credit risk.

• Practical experience with IFRS 9 expected credit loss (ECL) modeling across Stages 1, 2, and 3 and related provisioning methodologies.

• Demonstrated success in developing and validating machine learning and artificial intelligence credit risk models.

• Strong programming abilities (Python, SQL, R, or SAS) for modeling, validation, and stress testing tasks.

• Knowledge of ICAAP and capital adequacy processes.

• Comprehension of model governance, documentation, and audit requirements.

• Proficient English communication skills.

🏝️ Benefits

• Health insurance

• Retirement plans

• Flexible work arrangements

• Professional development