Data Scientist Specialist - Monitoramento de Modelos de Risco de Crédito

Conduct monitoring of PD, LGD, Expected Loss, and Economic Capital models, assessing their adherence, stability, and suitability for use. Analyze data quality and consistency, tracking indicators such as actual versus estimated, calibration, population stability, and model discriminatory power. Develop segmented analyses by portfolio, product, audience, and risk level, identifying deviations and their main causes.

Bachelor's degree in Statistics, Mathematics, Engineering, or related fields. Minimum of 5 years of experience in Credit Risk, Analytics, Modeling, Validation, or Model Monitoring, preferably in the financial market. Experience with PD, LGD, Expected Loss, and/or Economic Capital models. Proficiency in Power BI and developing management dashboards for decision support.

Hybrid work model with 2 days in the office. Offers health and dental insurance, life insurance, wellness programs, and educational partnerships. Includes profit-sharing or bonuses based on eligibility.