Design, implement, and maintain BACEN/IFRS 9 compliant credit risk models.
Monitor retail credit exposures from origination to portfolio performance.
Develop and validate ML/AI models for PD, LGD, EAD, and behavior scoring.
Build AI agents to automate risk monitoring, provisioning, and reporting.
Collaborate with Credit Policy to set limits and credit appetite aligned with RAS.
Perform stress testing, scenario analysis, and model backtesting.

🎯 Requirements

BACEN regs: Res. BCB 265/2022, CMN 4.557/2017, CMN 2.682/1999, Circular 3.978/2020.
Retail credit lifecycle: origination, scoring, collection, recovery.
IFRS 9 ECL modeling (Stages 1–3) and provisioning.
ML/AI credit risk model development and validation.
Python, SQL, and/or R/SAS for modeling and stress testing.
ICAAP and capital adequacy processes.

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