Model Risk Specialist
- Empresa
- Nubank
- Ubicación
- Brazil, Sao Paulo
- Categoría
- Engineering
- Modalidad
- hybrid
- Skills
- ai, alm, alp, cursor, databricks, deltaeve, deltanii, dv01, dvp01, fed sr 11-7, fed sr 26-2, frs1/23, frtb, github, hedge accounting, icaap, irrbb, lcr, low-code, mathematical, no-code, pra ss1/23, python, scala, sql, statistical, stress testing, var
Senior individual contributor to independently review IRRBB/market & liquidity risk/stress testing models; develop toolkits (Python/SQL/Scala); strong risk metrics/regulation knowledge; English proficiency; preferred finance/ALM/hedge accounting and FRM/CFA or similar.