Analista De Riscos De Modelos SR - Validação de modelos

Execute rigorous technical validations and reperformance of quantitative models, applying statistical tests to assess the accuracy, stability, and adherence of credit and risk solutions. Create and implement automated tools for model testing, optimizing team routine efficiency. Define, monitor, and analyze performance metrics to track model degradation and calibration in production. Ensure alignment with internal risk governance policies and maintain continuous updates of the model inventory throughout its lifecycle.

Consolidated experience in Banks or Financial Institutions directly involved in risk modeling or validation. Expertise in credit models, including Application and Behavior Scoring, and risk parameter models ($PD$, $EAD$, $LGD$). Advanced proficiency in Databricks and data engineering for handling large information volumes. Solid fluency in Python, R, and SQL for testing and automation, with knowledge of SAS and VBA. Advanced knowledge in Machine Learning and Generative AI algorithms.

The company offers a fixed salary and a variable compensation package that may include PLR, ILP, or commission based on eligibility. Health and dental plans with co-participation, a virtual health service available 24/7, medication subsidies, meal and/or food vouchers, childcare assistance, and support for children with disabilities.