PhD Scholarship Holder – Statistical Modeling, Causal Inference, and Machine Learning

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

📋 Description

• Establish the fundamental methodology for evaluating the value of financial collateral.

• Formulate causal hypotheses concerning sufficiency, the release of surplus collateral, basket composition, and customer service channels.

• Create a prioritization model that takes into account value, risk, effort, and data quality.

• Oversee experiment planning and validation utilizing real-world data.

• Specify metrics related to potential capital, loss given default (LGD), recovery, pricing, limits, risk appetite, and customer experience.

• Evaluate the originality of the methodology and its prospects for yielding a scientific paper or patent application.

⛳️ Requirements

• Completed PhD.

• Degree in Statistics, Data Science, Computer Science, Engineering, Applied Mathematics, Operations Research, Quantitative Economics, or a related discipline.

• Proficiency in causal inference.

• Experience in statistical modeling.

• Knowledge of machine learning techniques.

• Skills in optimization.

• Expertise in experimental design.

• Ability to conduct scenario simulation.

• Competence in model evaluation.

• Familiarity with validation metrics.

• Understanding of model explainability.

• Proficiency in Python.

• Knowledge of SQL.

• Ability to produce technical and scientific documentation.

• Experience with projects related to financial collateral, ideally in production settings.

• Demonstrated measurable results.

• Technical and scientific publications or registrations of intellectual property associated with the topic.

🏝️ Benefits

• Gross monthly scholarship stipend of BRL 11,000.

• Opportunity for scholarship renewal or transition to permanent employment.

• Option for remote work.

• Availability for 40 hours per week.

• Contract term of 12 months.