What You'll Do
Support leadership as a technical expert in the Provisions team, ensuring the development, monitoring, maintenance, and evolution of regulatory risk models related to PD, LGD, EAD, ECL, and Stage Allocation. Collaborate with business areas, technology, auditing, validation, and regulators to ensure technical quality of models and deliverables. Drive the evolution of AI capabilities, Analytics, and Model Risk Management.
What We're Looking For
Solid experience in financial institutions and regulatory credit risk management. Extensive background in Risk, Modeling, or Provisions. Experience with IFRS 9 and CMN Resolution 4.966 model development, validation, or monitoring. Bachelor's degree in Statistics, Mathematics, Engineering, Economics, Computer Science, Information Systems, or related fields.
Key Skills & Technologies
Additional Information
Experience Level
Senior
Job Language
Portuguese
Employment Type
Full-time
Work Mode
On-site