CAS | Senior Model Risk Analyst SR - Focus on validation of market and liquidity risk models

Description

Job Summary: We are seeking a Senior Model Risk Analyst to validate and analyze market, liquidity, and capital risk models, as part of a new and regulatory-focused team. Key Highlights: 1. Join a new and strategic team to address regulatory requirements 2. Conduct quantitative testing and qualitative assessments of risk models 3. Work in a collaborative environment with self-development **We are looking for a qualified professional with experience in validation (or modeling) of Interest Rate Risk in the Banking Book (IRRBB), Market Risk, and Liquidity Risk models to join our team as a Senior Model Risk Analyst. Our area is relatively new at Sicredi and is being established to meet regulatory requirements. In this role, the employee will be responsible for analyzing legal regulations, performing quantitative testing and qualitative assessments of market, liquidity, and capital risk models. Additionally, the analyst may also participate in validations of other models, such as credit risk and operational risk models.** ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ **Responsibilities and Duties** **RESPONSIBILITIES AND DUTIES** ----------------------------------- * Validate market, capital, and liquidity risk models; * Validate macroeconomic and financial variable projection models; * Assess the adequacy of Sicredi's models to regulations issued by regulatory authorities; * Validate operational risk scenarios; * Develop and apply statistical tests to models; * Create tests and automation for validations; #LI-JM3 **Requirements and Qualifications** **REQUIREMENTS AND QUALIFICATIONS** ------------------------------ **Technical:** * Degree in: Economics, Accounting, Business Administration, Statistics, Engineering, Computer Science, Mathematics, or related fields; * Proficiency in data analysis, testing, and automation software (SAS, SQL, Python, R); * Experience in developing and/or validating market and liquidity risk models, and IRRBB; * Knowledge of statistical inference and probability; * Knowledge of finance and financial markets; * Knowledge of financial products; * Ability to perform complex analyses and prepare technical reports; **Behavioral:** * Enjoy working in teams and in a collaborative environment; * Be proactive and take ownership; * Demonstrate adaptability and commitment to self-development; * Possess curiosity to learn and willingness to teach. **Additional Information** At the **Sicredi Administrative Center (CAS)**, for positions in business areas, we adopt a hybrid work model consolidated as 3 days onsite at the company headquarters located at Av. Assis Brasil, 3940, São Sebastião, Porto Alegre/RS, and 2 days remote. For Tech-area positions, we adopt a fully remote work model. ____________________________________________________________________________________________________________________ At **Sicredi**, you will have: 14th and 15th fixed salaries; Profit Sharing (based on seniority); Health and Dental Plans with no co-payment; Well-being Programs via Wellhub (formerly Gympass), Nutrition, Psychology, Occupational Health, Massage, Running Group, and Local Gym; Meal and Food Allowance – with flexible % allocation across VA/VR cards, no co-payment; Extended maternity and paternity leave; Childcare or babysitter allowance for children up to 6 years and 11 months; Allowance for children with disabilities, with no age limit; Life insurance; Private pension plan up to 8% of salary; Training Platform – Sicredi Aprende, offering diverse courses; 40-hour weekly workload – using a time-banking system; Remote Work Allowance (except for positions requiring 100% onsite presence). **Nice to meet you — we are Sicredi.** Our journey began over 120 years ago as Brazil’s first cooperative financial institution. Today, we continue growing and transforming daily alongside **over 50,000 employees**. They are the reason we rank again as the **Best Place to Work**, holding the top position according to Great Place To Work Brazil (GPTW). Together with **over 9 million members** across all Brazilian states, we believe in the power of cooperation to **build a more prosperous society and generate positive impact in people’s lives.** A purpose that unites and inspires us, promoting local and sustainable development, education, and financial inclusion. We continue seeking talents who wish to help build a better world — and we want you on board. **#JoinSicredi!**