Statistical Modeling Analyst II – Focus on Risk Modeling

Description

Job Summary: A professional responsible for data processing, statistical modeling, and machine learning, developing and monitoring credit risk models while ensuring regulatory compliance and collaborating with cross-functional teams. Key Highlights: 1. Applying statistical modeling and machine learning for data analysis 2. Developing predictive models focused on credit risk 3. Collaborating with technical and business teams to disseminate knowledge Description: Essential requirements: * Bachelor's degree in Mathematics, Statistics, Engineering, Economics, or related fields; * Practical expertise in statistical modeling; * Proficiency in Python and SQL; * Advanced proficiency in Excel. Preferred qualifications: * Completed postgraduate program or MBA in related fields; * Familiarity with Databricks and/or PySpark; * Experience programming in Power BI; * Prior experience working at financial institutions; * Experience developing models compliant with Resolution 4.966/21 or the Internal Ratings-Based (IRB) approach. Work mode: On-site, hybrid, or remote; Perform data processing, organization, and integration from multiple sources; Develop and maintain data pipelines to feed statistical models and monitoring dashboards; Lead variable engineering (feature engineering) processes; Apply statistical and machine learning techniques to analyze large volumes of data, identifying relevant patterns and trends; Develop mathematical/statistical and machine learning predictive models focused on credit risk (PD, EAD, LGD); Ensure model compliance with applicable regulatory requirements; Monitor model performance and propose continuous improvements; Design and track risk, efficiency, and performance indicators for rules and models; Collaborate with technical and business teams, translating technical concepts for diverse audiences; Ensure proper support for internal, external, and regulatory audits; Share knowledge, promote risk culture, and exchange experiences in a collaborative environment. 2512100202181911749