Senior Risk Analyst

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

📋 Description

• Calculate and oversee the anticipated credit loss (ECL) provisions in line with IFRS 9 and CMN Resolution 4.966.

• Design, validate, and sustain credit risk models (PD, LGD, and EAD), ensuring precise loss measurements.

• Integrate forward-looking macroeconomic scenarios into provisioning models, evaluating their impacts across various portfolio segments.

• Assist in the preparation of accounting and regulatory reports pertaining to provisions, guaranteeing adherence to the Central Bank of Brazil (Bacen) requirements and external audits.

• Keep track of changes in regulations and standards (IFRS, CMN, Bacen) and recommend modifications to models and credit policies.

• Compile analyses and comprehensive reports for senior management that emphasize the financial, regulatory, and strategic implications of credit provisions.

• Collaborate with the Accounting, Controllership, Modeling, and Risk teams to ensure methodological consistency and high-quality reporting.

⛳️ Requirements

• Strong understanding of IFRS 9 (classification of financial instruments, stages 1, 2, and 3, impairment, and expected credit loss provisioning).

• Familiarity with CMN Resolution 4.966 and its relevance to credit risk measurement within financial institutions.

• Proficiency in statistical and quantitative modeling techniques (PD, LGD, EAD).

• Experience with analysis tools: R (essential), SQL, SAS, Python.

• Knowledge of accounting/regulatory reporting and model governance.

• Preferred: basic understanding of Basel III and how provisions affect regulatory capital.

🏝️ Benefits

• Meal allowance and/or food voucher.

• Partnerships with educational institutions providing exclusive discounts on courses and educational programs.

• Opportunities for career advancement within the company and involvement in strategic projects.

• Chance to work at a rapidly growing company in the market.