Model Risk Analyst

Nubank; São Paulo; Híbrido; BRL 120.000 - 150.000; Tempo integral

Resumo da oferta

A leading digital banking platform in São Paulo seeks a skilled professional to enhance model risk management and contribute to decision-making processes. Candidates should possess advanced data science skills, programming experience in Python and SQL, along with strong analytical and problem-solving capabilities. This full-time position offers a hybrid working model and various employee benefits including health insurance and paid vacation.

Serviços

Health, dental, and life insurances

Meal allowance

Transportation assistance

30 days of paid vacation

Chance of earning equity

Gympass partnership

Qualificações

• Masters degree or relevant undergraduate scientific project would be a plus.
• Advanced English skills.
• Strong programming skills desirable previous experience with Python SQL GitHub.
• Data Science skills and strong knowledge of machine learning tools and techniques.
• Experience developing or validating machine learning models used to leverage important decision-making processes.

Responsabilidades

• Provide effective challenges and identify risks to strengthen decision-making tools.
• Contribute to Model Risk Management and Model Review frameworks.
• Conduct independent reviews of quantitative models based on machine learning techniques.
• Develop playbooks and toolkits to optimize model reviews.

Conhecimentos

Python

SQL

Data Science

Machine Learning

Problem-solving

Communication

Formação académica

Master's degree or relevant undergraduate scientific project

Ferramentas

GitHub

ISO 27001

Microsoft Access

Descrição da oferta de emprego

About Us

Nu is the worlds largest digital banking platform outside of Asia serving over 118 million customers across Brazil Mexico and Colombia. The company has been leading an industry transformation by leveraging data and proprietary technology to develop innovative products and services.

Guided by its mission to fight complexity and empower people Nu caters to customers complete financial journey promoting financial access and advancement with responsible lending and transparency. The company is powered by an efficient and scalable business model that combines low cost to serve with growing returns. Nus impact has been recognized in multiple awards including Time 100 Companies Fast Companys Most Innovative Companies and Forbes Worlds Best Banks.

Responsibilities

• Provide effective challenges identify risks and enhancement opportunities and engage with other Data Scientists and Business Analysts to strengthen our decision-making tools;
• Discuss and report model risk status and independent opinions on models with different stakeholders including senior managers and regulators;
• Contribute to the consolidation of and improve Nubanks Model Risk Management and Model Review frameworks with autonomy and creativity;
• Be exposed to different types of decisions and processes (e.g. credit fraud operations and in different countries)
• Conduct independent reviews of quantitative models based on statistical machine learning and AI techniques with a stronger focus on credit models;
• Develop playbooks and toolkits (Python Scala SQL etc.) to optimize model reviews ongoing models monitoring and assess the impact of models in decisions;

Qualifications

• Masters degree or relevant undergraduate scientific project would be a plus;
• Advanced English skills;
• Strong programming skills desirable previous experience with Python SQL GitHub;
• Data Science skills and strong knowledge of machine learning tools and techniques;
• Experience developing or validating machine learning models used to leverage important decision-making processes or to solve relevant academic problems;
• Interest in reviewing complex machine learning and other types of models to identify risks and propose enhancements;
• Previous knowledge of expected loss provisions modeling would be a plus;
• Great communication skills : clear concise and structured;
• Problem-solving skills : Strong analytical and problem-solving abilities are essential for identifying risk factors and implementing effective risk management strategies;
• Ability to work autonomously and demonstrate a sense of prioritization;
• Organized and detail-oriented without losing track of the big picture.

Benefits

• Health dental and life insurances
• Meal allowance
• Transportation assistance
• 30 days of paid vacation
• Chance of earning equity at Nubank
• Parking partnership - discounted parking in our office
• Free bike parking with showers available
• NuCare - Our mental health and wellness assistance program
• NuLanguage - Our language learning program
• Gympass partnership
• Extended maternity and paternity Leaves
• Child care allowance
• Espaço Feijão- Private nursing and breastfeeding spaces in our buildings
• Onsite Health Center - Medical support for every Nubanker in our office

Our Nu Way of Working

model is hybrid and has cycles that can be from two to three months according to the business of expertise. For every eight or twelve weeks of remote work one will be at the office.

Required Experience

IC

Key Skills

ISO 27001, Microsoft Access, Risk Management, Financial Services, PCI, Risk Analysis, Analysis Skills, COBIT, NIST Standards, SOX, Information Security, Data Analysis Skills

Employment Details

• Employment Type: Full Time
• Experience: years
• Vacancy: 1