Lider Data Modelagem - Scientist
Core
Lead the development, maintenance, and evolution of regulatory provision and expected loss models (PD, LGD, EAD, ECL) ensuring compliance with IFRS 9 and Resolution CMN 4.966.
Role type
Senior technical lead / hands-on IC data scientist
Builds
Robust regulatory risk models for credit provision and expected loss
Domain
Banking / Regulatory Risk Modeling
Deliverable
production ML models
Required skills
IFRS 9, Resolution CMN 4.966, PD/LGD/EAD/ECL modeling, Stage Allocation, Python, SQL, Spark/PySpark, Databricks, Machine Learning, Survival Analysis, GLM/GAM, Backtesting
Preferred skills
Generative AI/LLMs, Agile/Scrum, Advanced English, Spanish
Technologies
Python, SQL, Spark, PySpark, Databricks, Git, Pandas, NumPy, Scikit-Learn
Responsibilities
Coordinate development and recalibration of regulatory model parameters; Monitor model performance and identify adjustments; Ensure methodological robustness for audit and validation; Manage technical backlog and priorities; Interface with Risk, Business, Technology, Audit, and Validation stakeholders; Guide team technical development and knowledge sharing.
Seniority
Senior, hands-on IC with leadership responsibilities
