AI-Driven Credit Risk Modeler (IFRS9/BACEN)

CloudWalk, Inc.; United States; On-site; USD 140,000 - 210,000; Full time

Job summary

CloudWalk, Inc. seeks a seasoned risk analytics professional to design, implement, and maintain credit risk models aligned with IFRS 9 and local regulations.

You will work cross-functionally with Data Science, Finance, Compliance, and Fraud teams to ensure model governance, explainability, and auditability across the portfolio. You will develop ML/AI-based PD, LGD, and EAD models, monitor exposures from origination to recovery, run stress tests, and present insights to senior management and

Qualifications

• Solid understanding of BACEN credit risk regulations and related standards.
• Retail credit lifecycle experience from origination to recovery.
• Experience in payments industry including merchant, settlement, and receivables risk.
• Hands-on IFRS 9 ECL modeling (Stages 1-3) and provisioning methods.
• Proven track record in ML/AI credit risk model development and validation.
• Strong programming skills (Python, SQL, R, or SAS) for modeling and stress testing.
• Familiarity with ICAAP and capital adequacy processes.
• Knowledge of model governance, documentation, and audit requirements.
• Advanced English communication.

Responsibilities

• Design, implement, and maintain credit risk models and frameworks aligned with BACEN and IFRS 9 standards.
• Monitor and manage retail credit exposures from origination to scoring and portfolio performance.
• Develop and validate ML/AI-based models for PD, LGD, EAD, and behavioral scoring.
• Build and maintain AI agents to automate risk monitoring, provisioning, and reporting workflows.
• Collaborate with Credit Policy to define limits, strategies, and credit appetite aligned with RAS.
• Perform stress testing, scenario analysis, and backtesting for portfolio resilience.
• Coordinate with Data Science, Finance, Compliance, and Fraud teams to ensure explainability and auditability.
• Prepare and present insights and reports for senior management and regulators.

Skills

Python

SQL

R

SAS

IFRS 9

BACEN regulations

Advanced English

Job description

CloudWalk, Inc. seeks a seasoned risk analytics professional to design, implement, and maintain credit risk models aligned with IFRS 9 and local regulations.

You will work cross-functionally with Data Science, Finance, Compliance, and Fraud teams to ensure model governance, explainability, and auditability across the portfolio. You will develop ML/AI-based PD, LGD, and EAD models, monitor exposures from origination to recovery, run stress tests, and present insights to senior management and