Description
Job Summary:
A data professional responsible for developing and maintaining statistical models, analyzing data, and collaborating with teams to ensure regulatory compliance and continuous improvement.
Key Highlights:
1. Working with statistical modeling and machine learning
2. Developing predictive models focused on credit risk
3. Collaborating with technical and business teams
Description:
Essential Requirements:
* Bachelor's degree in Mathematics, Statistics, Engineering, Economics, or related fields;
* Practical expertise in statistical modeling;
* Experience/proficiency in Python and SQL;
* Advanced proficiency in Excel.
Preferred Qualifications:
* Completed postgraduate degree or MBA in related fields;
* Familiarity with Databricks and/or PySpark;
* Experience programming in Power BI;
* Prior experience working in financial institutions;
* Experience developing models compliant with Resolution 4.966/21 or IRB.
On-site, hybrid, or remote work;
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;
Create and track risk, efficiency, and performance indicators for rules and models;
Collaborate with technical and business teams, translating technical concepts for diverse audiences;
Ensure appropriate responses to internal, external, and regulatory audits;
Share knowledge, promote risk culture, and exchange experiences in a collaborative environment.
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