Nubank4mo ago

Model Risk Senior Specialist

São Paulosenior

Legal & ComplianceOtherRisk Specialist

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Overview

About Nubank: Nubank was founded in 2013 to free people from a bureaucratic, slow, and inefficient financial system. Since then, through innovative technology and outstanding customer service,

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Legal & ComplianceOtherRisk Specialist

Conduct independent reviews of quantitative models based on financial, statistical, and machine learning techniques, with a focus on credit risk provisions and capital
Provide effective challenge to models and modelling processes, identify risks and engage with other teams to strengthen our decision-making tools and capabilities.
Develop playbooks and toolkits (e.g., Python, SQL, Scala) to optimize model reviews, ongoing monitoring, and assess the impact of models on decision-making.
Contribute to the construction of Nubank's Model Risk Management and Model Review processes with autonomy and creativity.
Discuss and report model risk status and receive independent opinions from various stakeholders, including senior managers and regulators.
Be exposed to models from different countries and regulatory requirements.
Have a strong understanding of relevant local and international regulations and accounting standards concerning credit provisions, including BACEN 4966 and IFRS9.
Ensure the team maintains technical excellence and actively contributes to establishing model risk controls and processes that strengthen compliance with regulations.
Mentor junior staff on best practices for Model Oversight and Validation.
Work in a multicultural, diverse and highly skilled environment.

Experience developing or validating quantitative and/or machine learning models, with a focus on credit provisions and capital requirements models.
Interest in reviewing complex machine learning and other types of models to identify risks and propose enhancements.
Data Science skills, strong knowledge of machine learning tools and techniques.
Strong programming skills, desirable previous experience with Python, SQL, GitHub.
Ability to learn fast, strong analytical, and problem-solving skills.
Organized and detail-oriented, without losing track of the big picture.
English language proficiency.
Experience in relevant local and international regulations and accounting standards related to credit provisions and capital, such as BACEN 4966, IFRS9, ICAAP.