Risk Management Specialist - Model Risk New Brazil, Sao Paulo

Nubank; São Paulo; Presencial; BRL 80.000 - 120.000; Tempo integral

Resumo da oferta

Nubank seeks a Model Risk professional to enhance its risk management strategies. You'll participate in independent model reviews and engage with various stakeholders to strengthen decision-making processes. Candidates should possess strong analytical, data science, and programming skills, with a focus on machine learning and risk strategies.

Serviços

Health, dental and life insurances

Transportation assistance

30 days of paid vacation

Chance of earning equity

Parking partnership

Free bike parking

Mental health and wellness assistance

Extended maternity and paternity leaves

Child care allowance

Onsite Health Center

Qualificações

• Experience developing or validating machine learning models.
• Previous experience in credit risk management is a plus.
• Advanced English skills.

Responsabilidades

• Provide independent reviews of quantitative models.
• Identify risks and enhance decision-making tools.
• Engage with stakeholders at various levels.

Conhecimentos

Problem-solving skills

Analytical skills

Data Science skills

Programming skills

Communication skills

Formação académica

Master's degree or relevant scientific project

Bachelor's degree

Ferramentas

Python

SQL

GitHub

Descrição da oferta de emprego

Nubank was founded in 2013 to free people from a bureaucratic, slow and inefficient financial system. Since then, through innovative technology and outstanding customer service, the company has been redefining people's relationships with money across Latin America. With operations in Brazil, Mexico, and Colombia, Nubank is today one of the largest digital banking platforms and technology-leading companies in the world.

Today, Nubank is a global company, with offices in São Paulo (Brazil), Mexico City (Mexico), Buenos Aires (Argentina), Bogotá (Colombia), Durham (United States), and Berlin (Germany). It was founded in 2013 in Sao Paulo, by Colombian David Vélez, and cofounded by Brazilian Cristina Junqueira and American Edward Wible. For more information, visit www.nubank.com.br.

About The Team

At Nubank we heavily rely on data, machine learning and other quantitative models & techniques to drive our strategy and provide the best experience and products to our customers.

The position holder will be part of the Model Risk team, within the Risk Management structure at Nubank.

The Model Risk team is the second line of defense for our models. Our mission is to ensure Nubank relies on world-class solutions that will lead to optimal and sustainable decisions. We act by providing independent review & challenge to models, staying tuned to cutting edge techniques, along with business and customers needs. We also work to identify and control risks related to our models, as well as in the definition and implementation of feedback loops to constantly improve them.

About The Role

• 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 Nubank's 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;
• Ensure the team maintains a high level of technical excellence.

We are looking for a person who has

• 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.
• 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;
• Ability to work autonomously and demonstrate a sense of prioritization
• Data Science skills, strong knowledge of machine learning tools and techniques;
• Strong programming skills, desirable previous experience with Python, SQL, GitHub;
• Stakeholder management and influencing skills across levels
• Organized and detail-oriented, without losing track of the big picture;
• Advanced English skills.
• Previous experience in credit risk management and/or other risk management frameworks would be a plus
• Master's degree or relevant undergraduate scientific project would be a plus
• Previous knowledge of expected loss provisions modeling would be a plus
• Health, dental and life insurances
• 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
• Extended maternity and paternity Leaves
• Child care allowance
• Onsite Health Center - Medical support for every Nubanker in our office

Diversity & Inclusion

At Nubank, we want to be sure that we're building a more diverse and inclusive workplace that reflects the customers we serve and seek to empower. That's why we hire based on equality. We consider gender, ethnicity, race, religion, sexual orientation, and other identity markers as enriching elements to our company while ensuring neither of them represent a barrier when recruiting fantastic talent.

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