Master's/Ph.D. Research Fellow – Credit Risk Modeling, Python, Statistics

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

📋 Description

• Research and creation of rating models for large corporations

• Research and creation of rating models for securitization (FIDCs)

• Research and formulation of forward-looking methodologies for provisioning based on anticipated economic conditions

• Involvement in an ICT ITAÚ innovation initiative in collaboration with Inova Talentos

⛳️ Requirements

• Master's or Ph.D. degree

• Completed educational program

• Degree in Engineering, Computer Science, Physics, Mathematics, Economics, or Statistics

• Proficiency in Python programming

• Skills in data analysis

• Experience with statistical models

• Understanding of credit risk

• Familiarity with financial concepts

• Knowledge of time-series models

• Experience in development on AWS

• Availability for 40 hours per week

🏝️ Benefits

• Fellowship stipend: BRL 11,000 (Ph.D.) and BRL 9,000 (Master's)

• Opportunity for remote work

• Contract duration: 12 months