Develop statistical credit risk models, including portfolio behavioral models.
Build and prepare analytical datasets from raw data using SQL, Python or equivalent tools for extraction, cleaning and consolidation of historical data.
Perform feature engineering and statistical variable selection based on criteria of significance, stability and predictive power.
Conduct statistical tests and evaluate model performance metrics.
Calibrate and refine models based on portfolio behavior and regulatory requirements.
Produce complete technical documentation for models, ensuring methodological traceability and adherence to governance practices required by auditors and regulators.
Support monitoring of model performance in production, identifying deterioration, deviations or opportunities for improvement.
Work collaboratively with Risk, Credit, Controllership, Product and Collections teams, contributing quantitative analyses and interpretations of portfolio behavior.
Support analyses related to credit provisioning and regulatory metrics, considering frameworks such as IFRS 9 and requirements from BACEN (Central Bank of Brazil).

Bachelor’s degree in a quantitative field (Mathematics, Statistics, Engineering, Economics or related areas).
Experience in credit risk modeling, including development or maintenance of models such as PD, LGD, EAD or behavioral models.
Strong command of SQL for data manipulation and construction of analytical datasets.
Knowledge of Python, R or statistical tools applied to modeling.
Postgraduate degree or specialization in Data Mining, Machine Learning or related areas is a plus.
Desirable experience with programming and modeling tools: Python, SAS, R, MATLAB.

Medical and Dental Insurance: Comprehensive coverage for quality healthcare and dental care.
Meal/Food Allowance
Life Insurance
Childcare Assistance: Financial support to help balance work and family responsibilities.
Support for employees with children with disabilities: Company commitment to the well-being and personal and professional development of employees and their families.
Extended Maternity and Paternity Leave: Full support for employees during important life events.
Profit Sharing (PLR): Financial recognition for your efforts and contribution to the company’s success.
Results Participation Program: Ongoing incentive to achieve individual and collective goals.
Education Support: Assistance for academic and professional development, investing in your growth.
Discount Partnerships: Exclusive benefits on a variety of products and services through strategic partnerships.
Day Off: Flexibility with an additional day off to recharge and balance responsibilities.
Totalpass – Health Incentive: Access to a broad network of physical activities, promoting an active and healthy lifestyle.
Workplace Exercise Program: Promoting well-being and motivation among our employees.

Credit Modeling Analyst, Mid-level

Key skills