Especialista em Modelagem de Riscos
Core
Develop, enhance, and monitor quantitative financial risk models using statistical and econometric techniques to support credit, liquidity, and market risk management.
Role type
Financial Risk Modeler
Builds
Predictive models for credit, liquidity, market, and collateral risks
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models
Required skills
Statistical modeling, Econometrics, Predictive modeling, Data analysis, Python, SQL, Advanced Excel, Model validation, Backtesting, Stress testing, Performance metrics (AUC, KS, RMSE)
Preferred skills
Financial risk knowledge (credit, liquidity, market), Collateral/ratings/PD/LGD/EAD modeling, Power BI, Fintech experience
Technologies
Python, SQL, Excel, Power BI
Responsibilities
Develop and maintain predictive models for credit, liquidity, market, and collateral risks; Perform data analysis and validate model premises; Automate processes and reports; Support stress testing and sensitivity analyses; Contribute to model evolution methodologies and policies.
Seniority
Mid-Senior, hands-on IC
