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

📋 Description

• Convert collateral into economic and risk parameters

• Analyze the impact of sufficiency, surplus release, and collateral baskets on credit decisions

• Develop business rules for simulations that involve capital, LGD, recoveries, limits, and pricing

• Assist in prioritizing pilots based on economic value

• Confirm metrics and assumptions with specialists in capital, risk, and credit

• Create structured quantitative business cases for the pilots

• Engage in an ICT-Itaú innovation initiative in collaboration with Inova Talentos

⛳️ Requirements

• Master’s degree completed

• Educational background in Finance, Economics, Engineering, Statistics, Applied Mathematics, Actuarial Science, Quantitative Management, Data Science, or a similar field

• Familiarity with credit risk, LGD, recoveries, capital/RWA, pricing, risk appetite, credit limits, financial simulations, portfolio analysis, scenario modeling, SQL/Python, and the understanding of business and regulatory guidelines

• Willingness to work 40 hours per week

• Experience in executed projects related to financial collateral, preferably in a production environment, is preferred

• Demonstrated measurable outcomes are a plus

• Technical or scientific publications, or intellectual property registrations pertaining to the topic are a bonus