Core Responsibilities

The specialist will be responsible for developing, validating, and maintaining credit risk models including PD, LGD, and EAD. They will also monitor portfolio performance, conduct stress testing, and ensure regulatory compliance with IFRS9 standards.

Requirements

Candidates must have robust experience in credit modeling within fintech or banking environments and proficiency in Python and SQL. Strong analytical skills in statistical validation and the ability to communicate complex trade-offs to stakeholders are essential.

Additional Information

Experience Level

5-10

Job Language

Portuguese

Work Mode

Hybrid