Credit Risk Modeling Analyst (Retail PJ)

Description

**About Us** XP Inc. is one of Brazil's largest independent financial institutions, owning brands such as XP, Rico, Clear, XP Educação, InfoMoney, among others. With over 4.6 million active clients and more than R$ 1.1 trillion in assets under custody, XP Inc. has been transforming the financial market for 24 years to improve people's lives. Guided by four core values \- **Big Dreams, Entrepreneurial Spirit, Customer Focus, and Open Mind** \- XP Inc. continuously seeks top talent with the ambition to achieve the impossible. **About the Opportunity** ------------------------ As a **Senior Credit Risk Modeling Analyst (Retail PJ)**, you will play an essential role in XP's credit strategy, focusing on developing credit risk models for PJ clients. **What We Are Looking For** -------------------- **Essential Requirements:** * Bachelor’s degree in Economics, Statistics, Mathematics, Engineering, Business Administration, or related fields. * Experience building risk models for credit granting and maintenance (behavior score and application score) in PJ portfolios. * Experience developing risk parameter models for IFRS 9 and Resolution 4966\. * Prior experience in credit risk with focus on Retail PJ clients (small and medium-sized enterprises). * Basic knowledge of programming languages (e.g., Python, R, SQL). * Strong written and verbal communication skills, capable of clearly presenting analyses to various organizational levels. * Analytical ability, attention to detail, and results orientation. **Preferred Qualifications:** * English (reading and listening) * Practical experience with Databricks **Challenges and Impact** ---------------------- * Build, calibrate, and monitor behavior and application score models. * Develop risk parameter models (PD, LGD, EAD) aligned with Resolution 4\.966 and IFRS 9\. * Participate in committees and discussions regarding model usage in XP Bank’s credit policies. * Monitor model performance and propose necessary adjustments. * **Process Steps** * **Initial screening**: Resume review to assess alignment with qualifications and job requirements. * **General assessments**: Evaluation of cultural fit via the Mindsight test and logical reasoning assessment via Predictive Index. * **Recruitment team interview**: Discussion of expectations regarding the role and professional goals. * **Leadership interview**: A conversation to explore your perspective and how you can contribute to the team and company. * **Peer interview**: Interaction with future colleagues to assess synergy and teamwork. * **Culture-focused interview**: Exploration of company values and principles to ensure strong cultural alignment. * **Offer**: Presentation of the employment proposal, including details on compensation and benefits. **Benefits:** Health and Well-being: * Health insurance * Dental insurance * Wellhub (Gympass) * Zenklub * Life insurance * iFood Benefits (flexible VA and VR) * Transportation allowance * New Value (benefits club) * Parental leave: 6 months maternity leave and 20 days paternity leave. * Childcare allowance Financial Life * Exclusive investment funds * Investment advisory services * Annual-fee-free XP Visa Infinite card * Credit products (payroll-deductible loans, home equity loans, real estate CCBs, etc.) **Flexible In-Person Work Model** Our work model varies by function, ranging from fully in-person for business-facing roles to more flexible arrangements for other teams. We follow a model with higher in-person frequency, always guided by flexibility and autonomy, supported by our entrepreneurial culture. At XP Inc., we value personal interactions and believe the office serves as a tool to enhance workplace relationships. * *By proceeding with your application, you declare that you have read, understood, and agree to the Privacy Policy of XP Inc. Group and its vendors and partners supporting the selection process. XP Inc. Group may use artificial intelligence solutions to support the recruitment team throughout the process, which may involve processing your personal data for this purpose, in accordance with the principles of the General Data Protection Law and XP Inc. Group’s Privacy Policy.*