Model Risk Senior Specialist
- Empresa
- Nubank
- Ubicación
- Brazil, Sao Paulo
- Categoría
- Information Technology
- Modalidad
- —
- Skills
- ai, bacen 4966, ead, expected credit loss, github, icaap, ifrs9, lgd, machine learning, pd, python, scala, sql
Senior individual contributor for independent model reviews/challenge in credit risk. Experience with ML/quant models, ECL (PD/EAD/LGD), credit provisions & capital regulations (BACEN 4966, IFRS9, ICAAP). Proficient in Python/SQL/Scala; English.