Senior Data Scientist

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

📋 Description

• Acquire an in-depth understanding of the institution’s operations, policies, procedures, and corporate databases to pinpoint elements that affect credit risk evaluation.

• Revise the department’s Procedures Manual and Policy, incorporating updates to tasks and the introduction of new activities.

• Oversee version control for the models in operation and carry out backtesting procedures.

• Create reports and analyses for senior management and various business sectors, offering pertinent information and insights to aid in credit risk management decisions.

• Design predictive models for credit risk indicators, such as delinquency, provision expense, and loans classified as charged-off losses.

• Enhance statistical modeling for Expected Credit Loss (ECL) evaluations, especially for credit operations, using forward-looking analysis techniques.

• Construct ad hoc models associated with financial risks across different sectors of the institution.

⛳️ Requirements

• Bachelor’s degree in Computer Science, Statistics, Mathematics, Economics, or related fields in Technology or the Exact Sciences.

• Proven experience in developing statistical models.

• Strong knowledge of statistics.

• Familiarity with exploratory data analysis.

• Proficiency in model development using Python.

• Understanding of predictive analytics models.

• Knowledge of Machine Learning models.

• Experience with model performance monitoring.

• Acquainted with agile methodologies.

• Proficient in SQL.

• Familiarity with AWS cloud services (SageMaker) or GCP (Vertex) is preferred.

• Understanding of credit risk concepts, particularly IFRS 9 (a key requirement).

• Experience in applying data science to financial challenges (a key requirement).

• Knowledge of MLOps environments (a key requirement).

🏝️ Benefits

• Health and Dental Insurance.

• Wellhub (formerly Gympass).

• Transportation allowance.

• Food and meal allowance.

• Academia Mercantil (learning platform) and partnerships with educational institutions.

• Private pension plan.

• Life insurance.

• Day off.

• Extended maternity and paternity leave.