Analyst de Imparidade e Stress Test
Core
Perform credit impairment calculations (IFRS 9) and stress testing exercises to support strategic decisions and regulatory compliance for the bank's portfolios.
Role type
Enterprise Risk Management Analyst (Credit Impairment & Stress Testing)
Builds
Regulatory stress test reports, IFRS 9 impairment models, and strategic planning data for the bank.
Domain
Banking / Financial Risk / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative analysis, Data exploration, IFRS 9 modeling, Stress testing methodology, SQL, SAS, Advanced Excel, Macro-economic analysis
Preferred skills
Data analytics, ICAAP preparation, EBA stress testing, Strategic planning alignment, Process automation
Technologies
SQL, SAS, Excel, PowerPoint
Responsibilities
Calculate credit impairment for all bank portfolios, Analyze internal and external databases to identify trends, Execute regulatory and strategic stress tests, Maintain methodological documentation and audit trails, Contribute to process improvement and data quality control.
Seniority
Mid-level, hands-on IC
