Senior Risk and Model Analyst – Model Validation

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

📋 Description

• Conduct thorough technical validations and re-evaluations of quantitative models.

• Utilize statistical methods to evaluate the accuracy, stability, and performance of credit and credit risk solutions.

• Develop and implement automated tools for executing model tests.

• Establish, monitor, and analyze model performance metrics during production.

• Oversee model degradation and calibration processes.

• Ensure compliance with internal risk governance policies.

• Maintain the model inventory across all phases of the model lifecycle.

• Critically evaluate assumptions, data sources, and modeling methodologies.

• Prepare comprehensive technical reports and validation assessments.

• Communicate findings and recommendations to stakeholders.

⛳️ Requirements

• Significant experience in banks or financial institutions, specifically in risk modeling or validation roles.

• Strong knowledge of origination and account management models (Application and Behavioral Scoring).

• Familiarity with credit risk parameter models (PD, EAD, and LGD), including adherence to CMN/BCB Resolution No. 4,966.

• Advanced proficiency with the Databricks platform.

• Understanding of data architecture and data engineering for managing large datasets.

• High-level skills in Python, R, and SQL for testing and automation purposes.

• Knowledge of SAS and VBA.

• Robust theoretical and practical grasp of Machine Learning algorithms.

• Advanced skills in statistical modeling.

• Experience using Generative AI tools.

• Ability to interpret and analyze regulatory requirements relevant to Brazil’s National Financial System.

• Proficient in English reading skills for understanding international documentation and technical literature.

🏝️ Benefits

• Fixed salary.

• Variable compensation package (profit sharing, long-term incentives, or commission), based on role eligibility.

• Health and dental insurance with co-payments.

• Hospital Virtual Verde: telemedicine services available 24/7.

• Medication allowance.

• Meal and/or food allowance through Pluxee, depending on eligibility.

• Childcare support for children up to 5 years and 11 months old.

• Assistance for employees with children who have disabilities.

• Life insurance coverage.

• Fuel or commuting allowance, subject to eligibility.

• Home office allowance for hybrid or remote work arrangements.

• Welcome kit for new parents.

• SESC partnership, based on eligibility.

• Educational benefits – access to an internal self-development platform (Studa and Stone Library).

• Acolhe360º – complimentary emotional support services.

• Quick massage services and on-site clinic, depending on eligibility.

• Optional benefits: Wellhub, TotalPass, Pet Club, Flash, Férias&Co, transportation voucher, Allya, and educational partnerships.