Tech Stack

Description

You will develop and maintain expected credit loss models for retail portfolios, ensuring compliance with IFRS9 and local regulations. You'll analyze credit risk data, support monthly accounting closing, and collaborate with audit teams to enhance risk controls.

Requirements

• Bachelor's degree in Engineering, Economics, Math, Statistics, Physics or related fields
• Analytical and problem-solving skills with data manipulation ability
• Proficiency in SQL, Python, Scala or similar programming languages
• Experience developing or analyzing Expected Credit Loss models (PD/EAD/LGD)
• Adaptability to dynamic work environment and short-term deliverables

Responsibilities

• Develop and maintain PD, LGD, EAD risk parameter models for retail portfolios
• Ensure models comply with IFRS9 and Bacen 4966 regulations
• Perform in-depth analysis of credit risk exposure and impact on expected credit losses
• Participate in monthly accounting closing and prepare loss allowance reports
• Liaise with internal and external audit during model validation processes