🛠 Tech Stack

💼 About This Role

You'll join a high-performing Risk Management team shaping our credit risk framework in compliance with BACEN and IFRS 9 standards. You'll manage retail credit risk exposures across merchant and consumer portfolios in a payments acquiring institution. This role blends credit risk expertise with data, automation, and AI to build scalable risk systems.

🎯 What You'll Do

• Design, implement, and maintain credit risk models and frameworks.
• Monitor and manage retail credit exposures across origination and portfolio.
• Develop and validate ML/AI-based models for PD, LGD, EAD, and behavioral scoring.
• Build and maintain AI agents to automate risk monitoring and reporting.
• Perform stress testing, scenario analysis, and model backtesting.

📋 Requirements

• Solid understanding of BACEN credit risk regulations (Res. BCB 265/2022, etc.).
• Deep expertise across the retail credit lifecycle (origination, scoring, collection, recovery).
• Hands-on experience with IFRS 9 ECL modeling (Stages 1, 2, 3).
• Proven experience developing and validating ML/AI credit risk models.
• Strong programming skills (Python, SQL, R, or SAS) for modeling and validation.

✨ Nice to Have

• Familiarity with ICAAP and capital adequacy processes.
• Experience in payments and acquiring industry.

🚩 Heads Up

• Role combines regulatory compliance, modeling, and AI agent development, which is a very broad scope.
• Requirements include both BACEN regulations and IFRS 9, plus ML/AI and programming, which may be unrealistic for a single specialist.