Especialista de Teste de Estresse e Validação de Modelos | Riscos
Core
Develops and executes the Model Risk Stress Testing framework and performs Independent Model Validation to ensure robustness, regulatory adherence, and risk identification across the institution's statistical and ML models.
Role type
Senior Model Risk Specialist (Stress Testing & Independent Validation)
Builds
Stress testing scenarios, validation reports, and executive materials for the Board and Risk Committee
Domain
Financial Services / Model Risk Management / Quantitative Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Stress testing, Independent model validation, Econometrics, Statistical modeling, Backtesting, Scenario analysis, Python, SQL, Excel
Preferred skills
Integrated risk management, Financial projections, Prudential indicators, Sensitivity analysis
Technologies
Python, SQL, Excel
Responsibilities
Define stress test scenarios, macroeconomic and idiosyncratic assumptions, and project financial impacts; Evaluate model adequacy, methodology, and data quality through quantitative testing; Prepare executive reports and technical opinions for the Board and Risk Committee; Maintain technical documentation and evidence for stress testing and validation processes.
Seniority
Senior, hands-on IC