Analista de Riscos Financeiros Pleno (Mercado e Liquidez)
Core
Monitor and analyze market and liquidity risk indicators, develop methodologies, and prepare regulatory reports for senior leadership and the Central Bank of Brazil.
Role type
Senior IC financial risk analyst (market and liquidity)
Builds
Risk management practices, regulatory reports, and automated risk monitoring processes
Domain
Financial services / Regulatory compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Liquidity risk analysis, Market risk analysis, Python, SQL, VBA, Regulatory reporting, Stress testing, Data quality assurance
Preferred skills
Process automation, Methodology development
Technologies
Python, SQL, VBA
Responsibilities
Monitor and analyze regulatory and management indicators related to liquidity risk and market risk; Structure, validate, and continuously improve processes for calculating regulatory liquidity and market risk indicators; Develop, review, and enhance risk methodologies, assumptions, metrics, controls, and processes; Analyze liquidity and market risk results, identifying the main drivers of significant variations; Monitor market risk metrics, including interest-rate exposure, maturity mismatches, sensitivity measures, IRRBB, VaR, and stress scenarios; Ensure the quality, consistency, robustness, and integrity of data used in liquidity and market risk processes; Prepare management and regulatory reports, as well as materials for committees, senior leadership, and the Central Bank of Brazil (BACEN); Support the execution and analysis of liquidity and market risk stress tests.
Seniority
Mid-level, hands-on IC
