Tech Stack

Description

You will conduct independent reviews of quantitative models, with a focus on credit risk provisions and capital. You will develop toolkits and provide effective challenge to strengthen decision-making tools and capabilities. This role involves working in a multicultural environment and contributing to model risk management processes.

Requirements

• Experience developing or validating quantitative and/or machine learning models, focusing on credit provisions and capital requirements
• Strong knowledge of machine learning tools and techniques
• Programming skills with Python, SQL, GitHub
• English language proficiency
• Knowledge of regulations like BACEN 4966, IFRS9, ICAAP

Responsibilities

• Conduct independent reviews of quantitative models based on financial, statistical, and machine learning techniques, focusing on credit risk provisions and capital
• Provide effective challenge to models, identify risks, and engage with teams to strengthen decision-making tools
• Develop playbooks and toolkits using Python, SQL, Scala to optimize model reviews and monitoring
• Contribute to model risk management and review processes with autonomy and creativity
• Mentor junior staff on model oversight and validation best practices