Financial Risk Specialist

CloudWalk; EUA; Teletrabalho; USD 160 000 - 220 000; Tempo integral

Resumo da oferta

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.

Qualificações

• 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.

Responsabilidades

• 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.

Conhecimentos

Credit risk modeling

PD modeling

LGD modeling

EAD modeling

Stress testing

Backtesting

Explainability

Risk monitoring

Formação académica

Master's in Finance/Statistics/Data Science

Ferramentas

Python

SQL

R

ML pipelines

Descrição da oferta de emprego

• Design, implement, and maintain credit risk models and frameworks aligned with BACEN and IFRS 9 standards.
• Monitor and manage retail credit exposures from origination and underwriting 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.
• Partner with the Credit Policy team to define limits, strategies, and credit appetite aligned with the company’s RAS.
• Perform stress testing, scenario analysis, and model backtesting to ensure portfolio resilience.
• Collaborate closely with Data Science, Finance, Compliance, and Fraud teams to ensure consistency, explainability, and auditability across models.
• Prepare and present insights and reports for senior management and regulators.