🛠 Tech Stack

💼 About This Role

You'll join the Model Risk team as a second line of defense, conducting independent reviews of IRRBB, market liquidity risk, and stress testing models. You'll validate model methodologies and ensure regulatory compliance while building tools to optimize reviews. This role offers exposure to cutting-edge techniques in a multicultural environment.

🎯 What You'll Do

• Conduct independent reviews of IRRBB, market liquidity risk, and stress testing models
• Develop playbooks and toolkits (Python, SQL, Scala) to optimize model reviews
• Contribute to model risk management processes and regulatory compliance
• Communicate model risk status to senior management and regulators

📋 Requirements

• Experience developing or validating market risk or stress testing models
• Technical knowledge of risk metrics (DV01, VaR, Delta EVE) and pricing models
• Strong programming skills in Python, SQL, or Scala
• Proficiency in AI automation and high-stakes AI decision-making

✨ Nice to Have

• Previous experience in market liquidity risk management or stress testing
• Knowledge of ALM and Hedge Accounting
• Financial or risk certificate such as FRM or CFA

🎁 Benefits & Perks

• 📈 Equity - Chance of earning equity at Nubank
• 🍽️ Meal Card - Vale-Refeição and/or Vale Alimentação
• 🏥 Medical Plan - Comprehensive medical insurance
• 👶 Extended Parental Leave - Additional parental leave
• 🏖️ 30 days paid vacation - Generous vacation policy

📨 Hiring Process

Estimated timeline: 3-5 weeks · AI estimate

1. 1Recruiter phone screen· 30 min
2. 2Technical assessment· 1 hour
3. 3Hiring manager interview· 1 hour
4. 4Final round with stakeholders· 1 hour