BRA Data & Analytics Spec III
SantanderWhat You'll Do
Develop and calibrate models for ECL (PD, LGD, EAD) for IFRS 9. Implement regulatory compliant provisioning models according to CMN Resolution 4.966. Automate processes using AI and Machine Learning, and support validations and audits.
What We're Looking For
5-7 years of experience in Credit Risk or Quantitative Modeling. Minimum 3 years of experience with IFRS 9 and Python applied to risk modeling. Bachelor's degree in Mathematics, Statistics, Physics, Engineering, Economics, Computer Science or related fields.
Key Skills & Technologies
Additional Information
Experience Level
Senior
Job Language
Portuguese
Employment Type
Full-time
Work Mode
On-site