Senior Model Risk & Credit ML Specialist

Nubank; United States; On-site; USD 150,000 - 210,000; Full time

Benefits offered by this job

Health insurance

Meal allowance

Transport assistance

30 days vacation

Equity opportunity

Parking partnership

Bike parking

NuCare

NuLanguage

Gympass

Maternity/Paternity leave

Child care allowance

Nursing spaces

Onsite Health Center

Job summary

Nubank is seeking a senior individual contributor for Model Risk who will review quantitative and ML models, focusing on credit provisions and capital requirements. You will develop playbooks, challenge modelling approaches, and coordinate with teams to strengthen decision-making tools.

The role requires deep ML knowledge and regulatory awareness. You will mentor juniors and work in a diverse, high-skill environment, contributing to robust risk controls and governance across international

Qualifications

• Experience developing or validating quantitative and/or machine learning models focused on credit provisions and capital.
• Data Science skills and knowledge of machine learning tools and techniques.
• Strong programming skills with Python, SQL, and GitHub.
• Familiarity with BACEN 4966, IFRS9, ICAAP.

Responsibilities

• Conduct independent reviews of quantitative models with a focus on credit risk provisions and capital.
• Provide effective challenge to models and modelling processes.
• Develop playbooks and toolkits with Python, SQL, Scala to optimize model reviews and monitoring.
• Contribute to Nubank's Model Risk Management and Model Review processes with autonomy and creativity.
• Discuss and report model risk status and receive independent opinions from stakeholders and regulators.
• Be exposed to models from different countries and regulatory requirements.
• Ensure compliance with local and international regulations concerning credit provisions.
• Mentor junior staff on best practices for Model Oversight and Validation.
• Work in a multicultural, diverse and highly skilled environment.

Skills

Quantitative modeling

Data Science

Machine Learning

English proficiency

Programming skills

Tools

Python

SQL

GitHub

Job description

Nubank is seeking a senior individual contributor for Model Risk who will review quantitative and ML models, focusing on credit provisions and capital requirements. You will develop playbooks, challenge modelling approaches, and coordinate with teams to strengthen decision-making tools.

The role requires deep ML knowledge and regulatory awareness. You will mentor juniors and work in a diverse, high-skill environment, contributing to robust risk controls and governance across international