Master’s Scholarship Recipient – Credit Risk Modeling, FIDCs

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

📋 Description

• Analyze and create credit risk classification models (Risk Rating)

• Investigate and establish risk classification methodologies for securitization portfolios (FIDCs)

• Explore and formulate methodologies to integrate future economic forecasts into expected loss estimates (forward-looking)

• Engage in an innovation project at Itaú’s ICT in collaboration with Inova Talentos

⛳️ Requirements

• Master’s degree completed

• Background in Engineering, Physics, Mathematics, Economics, or Statistics

• Intermediate proficiency in English

• Familiarity with data analysis and programming

• Willingness to work 40 hours per week

• Preferred knowledge of credit risk and financial markets

• Preferred knowledge of optimization models

• Preferred knowledge of time-series models

• Experience in research and development preferred

🏝️ Benefits

• Monthly scholarship stipend of R$7,000.00

• Opportunity for renewal for an additional 12 months

• Remote work/home office