Related skills
r sql python machine learning sas📋 Description
- Design and maintain credit risk models aligned with BACEN and IFRS 9.
- Monitor retail credit exposures across origination, underwriting, scoring, and portfolio performance.
- Develop and validate ML/AI models for PD, LGD, EAD, and behavioral scoring.
- Build AI agents to automate risk monitoring, provisioning, and reporting.
- Collaborate with Credit Policy to align limits, strategies, and risk appetite.
- Perform stress testing, scenario analysis, and backtesting to ensure resilience.
🎯 Requirements
- BACEN regs (Res. BCB 265/2022, CMN 4.557/2017, 2.682/1999, Circular 3.978/2020) and IFRS 9 ECL modeling.
- Retail credit lifecycle expertise: origination, scoring, collections, recovery.
- Payments/acquiring risk experience: merchant, settlement, receivables-backed risk.
- Hands-on IFRS 9 ECL modeling (Stages 1–3) and provisioning.
- Proven ML/AI credit risk model development and validation.
- Strong programming in Python, SQL, R, or SAS; ICAAP familiarity; governance.
- Advanced English communication.
- Soft skills: analytical mindset, execution, automation, collaboration, integrity.
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