Retail Credit Risk Specialist

Nubank; Belo Horizonte; Híbrido; BRL 15.000 - 20.000; Tempo integral

Resumo da oferta

A leading digital financial platform in Belo Horizonte is seeking a Credit Risk Specialist to support their risk management framework. The role focuses on developing and maintaining expected credit loss models within the retail market. Key qualifications include a relevant bachelor's degree, strong analytical skills, and coding proficiency. This position offers a hybrid work model, requiring 2-3 days in the office to promote collaboration among the team.

Qualificações

• Strong analytical and problem-solving skills and passion for data manipulation.
• Experience in developing or analyzing outputs of Expected Credit Loss models.
• Adaptability to a dynamic way of working and short-term deliverables.

Responsabilidades

• Develop, implement, analyze and monitor risk parameter models relevant to retail portfolios.
• Perform in-depth analysis of credit risk exposure and its implications for expected credit losses.
• Liaise with Internal and External Audit teams during model validation processes.

Conhecimentos

Analytical skills

Problem-solving skills

Coding skills (SQL, Python, Scala)

Formação académica

Bachelor’s degree in Engineering, Economics, Mathematics, Statistics, Physics or related fields

Descrição da oferta de emprego

About Us

Nu is one of the largest digital financial platforms in the world, with more than 122 million customers across Brazil, Mexico, and Colombia. Guided by our mission to fight complexity and empower people, we are redefining financial services in Latin America and this is still just the beginning of the purple future we are building.

Listed on the New York Stock Exchange (NYSE: NU), we combine proprietary technology, data intelligence, and an efficient operating model to deliver financial products that are simple, accessible, and human. Our impact has been recognized by global rankings such as Time 100 Companies, Fast Company's Most Innovative Companies, and Forbes World's Best Bank.

About The Team

The Credit Risk Squad is part of the 2nd line of Defense, responsible for managing and overseeing the credit risk function of our organization by providing independent oversight and challenge to the first line of defense. As a second line Credit Risk team, we are responsible for creating Expected Credit Losses (ECL) models that are used to calculate loss allowances, making sure the company's credit risk is managed correctly and efficiently, participating end-to-end in the model development process, including implementation, monitoring, ensuring operational quality of the data and supporting Finance accounting teams.

About The Role

As a Credit Risk Specialist within our Credit Risk Squad (part of the 2nd Line of Defense), you will play a crucial role in supporting Nubank's world class risk management framework. Your primary focus will be on expected credit loss models development and maintenance, particularly within the retail market portfolios, including credit cards and personal loans. You will contribute significantly to ensuring the company's credit risk is managed effectively, with a strong emphasis on the universe of credit provisions.

Your Key Responsibilities

• Develop, implement, analyse and monitor risk parameter models (PD, LGD, EAD) relevant to our retail portfolios, ensuring they align with regulations like IFRS9.
• Ensure state‑of‑the‑art models through activities such as backtesting, data analysis, documentation and operational monitoring.
• Maintain a strong understanding of relevant local and international regulations concerning provisions and credit risk management, including Bacen and IFRS9 standards.
• Perform in-depth analysis of credit risk exposure and its implications for expected credit losses (ECL) and loss allowances.
• Understand how changes in the credit portfolio impact our provisions.
• Participate in monthly accounting closing activities, contributing to the creation of reports on loss allowance movements.
• Actively contribute to the enhancement of our controls environment within credit risk management and ensure compliance with regulations such as SOX.
• Liaise with Internal and External Audit teams during model validation processes, ensuring regulatory requirements and SOX compliance are met.
• Leverage analytical and problem‑solving skills to manipulate and learn from data related to the credit portfolio.

Basic Qualifications

• Bachelor’s degree in Engineering, Economics, Mathematics, Statistics, Physics or related fields.
• Strong analytical and problem‑solving skills and passion for data manipulation.
• Excellent coding skills (SQL, Python, Scala or other similar programming languages).
• Experience in developing or analysing outputs of Expected Credit Loss models / PD / EAD / LGD for credit provisioning purposes.
• Adaptability to a dynamic way of working and short‑term deliverables.

Preferred Qualifications

• Advanced or fluent English.
• Experience with SOX controls within a risk management environment.

Work Model for this Role

Hybrid 2‑3 times per week. Our hybrid work model brings us to the office at least twice a week, on strategic days designed to maximize team connection and collaboration.

Seniority level: Entry level

Employment type: Full‑time

Job function: Finance and Sales

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