Integrated Risk Senior Analyst

Rabobank; São Paulo; Sur place; BRL 180 000 - 300 000; Plein temps

Résumé du poste

Rabobank Brazil seeks a professional to take a strategic role in credit risk modeling, monitoring IFRS9 and credit risk models (PD, LGD, EAD, ECL) to ensure robustness, regulatory compliance, and alignment with the local portfolio.

The role acts as the local focal point for model governance, bridging Head Office and local teams, translating technical outcomes into actionable insights for decision-making and supporting regulatory deliveries and model reviews.

Qualifications

• Background in Economics, Engineering, Statistics or Mathematics.
• Fluent in English.
• Solid understanding of Res. 4.966 – provisioning methodology, SICR triggers, ECL staging, and PD/LGD/EAD concepts.
• Working knowledge of the IFRS 9 framework and ability to engage with modelling teams.
• Ability to interpret model performance reports and back-testing results; not required to build models.
• Advanced Excel skills for data analysis and monitoring routines.
• Cross-functional teamwork across Credit, Risk, IT, and Head Office; strong stakeholder management.
• Experience with SQL and familiarity with AI-assisted tools is a plus.

Responsabilités

• Monitor the performance of credit and IFRS9 risk models (PD, EAD, LGD, ECL) on an ongoing basis and collaborate with Head Office.
• Conduct annual model reviews for the Brazilian portfolio to verify suitability.
• Translate model findings for the Risk Committee and advise on local actions.
• Maintain the local model governance documents and support regulatory deliveries.
• Engage with Head Office to align Brazilian requirements with global standards.
• Contribute to proactive risk management and cross-functional initiatives.

Connaissances

Fluent English

Advanced Excel

Cross-functional teamwork

Strong written communication

Regulatory reporting

Formation

Economics

Engineering

Statistics

Mathematics

Outils

SQL

Co-pilot / AI tools

Description du poste

Summary

Professional with a strategic role in credit risk modeling, responsible for monitoring the performance of IFRS9 and credit risk models (PD, LGD, EAD, ECL) to ensure robustness, regulatory compliance, and alignment with the local portfolio. Acts as the local focal point for model governance, bridging Head Office and local teams, and translating technical model outcomes into actionable insights for decision‑making. Contributes to the evolution of the risk framework by supporting regulatory requirements, model reviews, and reconciliation between local and international standards.

Responsibilities

Model Monitoring

• Monitor the performance of credit and IFRS9 risk models (PD, EAD, LGD, ECL) on an ongoing basis, tracking stability, predictive power and portfolio fit, and regularly collaborate with model and validation teams in Head Office.
• Conduct and refine annual model reviews to assess whether models remain fit for purpose for the Brazilian portfolio.
• Monitor findings and incidents on models and translate them for the Risk Committee – for example, indicating if vulnerabilities affect the Brazilian portfolio or if local actions should be taken.
• Understand and follow up on the model landscape, keeping stakeholders aware of expected changes.

Framework

• Act as the local focal point on models (Credit and IFRS9), supported by management.
• Support reconciliation between local regulatory Res. 4.966 and IFRS 9, understanding the key drivers of divergence.
• Contribute to regulatory deliveries related to credit risk models and provisioning methodology.
• Maintain local documents related to the topic.
• Participate in model‑related discussions with Head Office, bringing the Brazilian portfolio perspective and translating local regulatory requirements into terms that resonate with the global team.

Communication

• Submit clear and concise documentation to Committees.
• When invited, participate in Committees and meetings.
• Maintain constant collaboration with teams and Head Office.
• Manage stakeholders with diverse technical backgrounds, languages, and cultures.

Others

• Contribute to proactive risk management.

Requirements

• Background in Economics, Engineering, Statistics, Mathematics or related fields.
• Fluent in English.
• Solid understanding of Res. 4.966 – provisioning methodology, SICR triggers, ECL staging, and PD/LGD/EAD concepts.
• Working knowledge of the IFRS 9 framework, sufficient to engage meaningfully with modelling teams on methodology, assumptions, and statistical output.
• Ability to interpret model performance reports, back‑testing results, and sensitivity analysis – not necessarily to build models, but to challenge and discuss them.
• Advanced Excel skills for data analysis and monitoring routines.
• Cross‑functional teamwork across Credit, Risk, IT, and Head Office, bridging different technical backgrounds and cultures.
• Strong teamwork skills.
• Proven ability to deliver regulatory and management reports within strict deadlines, maintaining accuracy under pressure.
• Comfortable operating in a dynamic environment, adapting priorities as business needs and regulatory demands evolve.
• Strong written communication – translating technical model findings into clear documentation for Committees and non‑specialist stakeholders.
• Nice to have: familiarity with AI‑assisted tools for data analysis, report drafting, or workflow automation (e.g., Co‑pilot) and SQL proficiency.

Equal Opportunity

We believe that diversity and different perspectives enrich our world and our efforts to build a better world. Everyone is welcome to apply for positions at Rabobank Brazil.