Credit Risk - Modeling Specialist
CloudWalk, Inc.Core Responsibilities
Design, implement, and maintain credit risk models and frameworks aligned with BACEN and IFRS 9 standards. Monitor and manage retail credit exposures from origination and underwriting to scoring and portfolio performance. Develop and validate ML/AI-based models for PD, LGD, EAD, and behavioral scoring. Build and maintain AI agents to automate risk monitoring, provisioning, and reporting workflows.
Requirements
Solid understanding of BACEN credit risk regulations. Deep expertise across the retail credit lifecycle: origination, behavioral scoring, collection, and recovery. Hands-on experience with IFRS 9 ECL modeling and provisioning methodologies. Proven experience developing and validating ML/AI credit risk models. Strong programming skills in Python, SQL, R, or SAS.
Key Skills & Technologies
Additional Information
Experience Level
Mid-Level
Job Language
English
Employment Type
Full-time
Work Mode
Remote