Master’s Degree Fellow – Credit Risk, LGD, Capital/RWA, Pricing, SQL/Python

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

📋 Description

• Transform collateral into economic and risk-related variables

• Analyze how sufficiency, excess release, and collateral pools influence credit decisions

• Create business rules for capital, LGD, recovery, limits, and pricing simulations

• Assist in pilot prioritization based on economic impact

• Confirm indicators and assumptions with capital, risk, and credit experts

• Develop quantitative business cases for pilot initiatives

• Collaborate on an innovation project with Inova Talentos

⛳️ Requirements

• Master’s degree completed

• Educational background in Finance, Economics, Engineering, Statistics, Applied Mathematics, Actuarial Science, Quantitative Business Administration, Data Science, or similar fields

• Familiarity with credit risk

• Understanding of LGD

• Knowledge of recovery processes

• Insight into capital/RWA

• Awareness of pricing strategies

• Comprehension of risk appetite

• Proficient in credit limits

• Experience in financial simulation

• Skills in portfolio analysis

• Expertise in scenario modeling

• Proficiency in SQL/Python

• Capability to interpret business and regulatory guidelines

• Experience with projects related to financial collateral, preferably in operational settings

• Proven track record of measurable outcomes

• Technical or scientific publications, or intellectual property registrations pertinent to the field are a plus

🏝️ Benefits

• Fellowship stipend: BRL 9,000.00

• Opportunity for fellowship renewal or conversion to permanent employment

• Remote working arrangement

• Commitment of 40 hours per week