Credit Risk AI Modeler & Analytics Lead

CloudWalk; United States; Remote; USD 160,000 - 220,000; Full time

Job summary

CloudWalk is seeking an experienced risk modeling professional to design and validate credit risk models aligned with IFRS 9 and BACEN. You will monitor retail exposures from origination to portfolio performance and develop ML/AI models for PD, LGD, EAD, and behavioral scoring.

Join a collaborative team building AI agents to automate risk workflows and work with Policy, Data Science, Finance, Compliance, and Fraud to ensure explainability and auditability.

Qualifications

• Experience building and validating credit risk models aligned with IFRS 9.
• Proficiency in PD/LGD/EAD modeling and ensemble techniques.
• Experience with stress testing, backtesting, and scenario analysis.
• Ability to explain model results to non-technical stakeholders.

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 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 Policy team to define limits and credit appetite aligned with RAS.
• Perform stress testing, scenario analysis, and model backtesting.
• Coordinate with Data Science, Finance, Compliance, and Fraud teams for explainability and auditability.
• Prepare and present insights and reports for senior management and regulators.

Skills

Credit risk modeling

PD modeling

LGD modeling

EAD modeling

Stress testing

Backtesting

Explainability

Risk monitoring

Education

Master's in Finance/Statistics/Data Science

Tools

Python

SQL

R

ML pipelines

Job description

CloudWalk is seeking an experienced risk modeling professional to design and validate credit risk models aligned with IFRS 9 and BACEN. You will monitor retail exposures from origination to portfolio performance and develop ML/AI models for PD, LGD, EAD, and behavioral scoring.

Join a collaborative team building AI agents to automate risk workflows and work with Policy, Data Science, Finance, Compliance, and Fraud to ensure explainability and auditability.