Data Scientist III - Modelagem de Risco de Crédito
Core
Develop and monitor credit risk models (PD, LGD, ECL) for retail and corporate banking segments, ensuring regulatory compliance and statistical robustness.
Role type
Senior IC credit risk data scientist
Builds
Production credit risk models and regulatory reporting frameworks
Domain
Banking / Credit Risk / Regulatory Compliance (IFRS 9)
Deliverable
production ML models
Required skills
Credit risk modeling (PD, LGD, ECL), Econometrics, Statistical modeling, Python, SQL, SAS, Databricks, Large-scale data analysis, Model monitoring
Preferred skills
PDD modeling, Model validation and governance, Regulatory accounting environments
Technologies
Python, SQL, SAS, Databricks
Responsibilities
Develop Expected Loss (PD, LGD, FCC) models for different credit products; Develop econometric models for forward-looking factors; Monitor model performance for statistical robustness and stability; Support the full model lifecycle from development to implementation; Conduct analytical studies to support risk strategy evolution; Identify improvement opportunities in credit risk modeling; Contribute to technical discussions and methodology evolution