Risk Management Analyst – Credit Risk | vaga afirmativa para comunidade negra e|ou pessoas com deficiência – Nu invest

Titulo da vaga: Risk Management Analyst – Credit Risk | vaga afirmativa para comunidade negra e|ou pessoas com deficiência

Empresa: Nu invest

Descrição da vaga: About the team:

The Credit Risk Squad is part of the 2nd line of Defense, responsible for managing and overseeing the credit risk function of our organization by providing independent oversight and challenge to the first line of defense. As a second line Credit Risk team, we are responsible for creating Expected Credit Losses (ECL) models that are used to calculate loss allowances, making sure the company’s credit risk is managed correctly and efficiently, participating end-to-end in the model development process, including, implementation,monitoring, ensuring operational quality of the data and supporting Finance accounting teams.

About the role:

We are looking for a Risk Management Analyst – Credit Risk focused on statistical models.

Responsibilities:

• Develop, monitor and implement risk parameters models (PD, LGD, EAD) in retail market portfolios following IFRS9 regulation
• Assess the quality of implemented models through backtesting activities
• Participate in monthly accounting closing activities, creating reports of loss allowance movements results
• Ensure operational soundness of Expected Losses calculation processes

Job Qualifications:

• Bachelor’s degree in Statistics, Physics, Economics, Math, Engineering, or related fields
• Analytical, problem solving and passionate to manipulate data in order to learn from it
• Great coding skills (Python, Scala, SAS or other similar programming languages) with knowledge of data manipulation packages
• Experience performing data analysis using statistical approaches
• Great toolbox of modeling or Machine Learning techniques and ETL implementations
• Knowledge in credit risk modeling and use of data science tools
• Intermediated/Advanced in English

Benefícios

• Seguros de saúde, odontológico e de vida;
• Vale refeição;
• Assistência de transporte;
• 30 dias de férias pagas;
• Chance de ganhar capital no Nubank;
• Parceria de estacionamento – estacionamento com desconto em nosso escritório;
• Estacionamento gratuito para bicicletas com chuveiros disponíveis;
• NuCare – Nosso programa de assistência à saúde mental e bem-estar;
• NuLanguage – Nosso programa de aprendizagem de línguas;
• Parceria Gympass;
• Licenças estendidas de maternidade e paternidade;
• Auxílio-creche;

Our Nu Way of Working

Our work model is hybrid and has cycles that can be from two to three months according to the business of ​​expertise. For every eight or twelve weeks of remote work, one will be at the office. Check more

Diversity & Inclusion

At Nu, we want to be sure that we’re building a more diverse and inclusive workplace that reflects the customers we serve and seek to empower. That’s why we hire based on equality. We consider gender, ethnicity, race, religion, sexual orientation, and other identity markers as enriching elements to our company while ensuring neither of them represent a barrier when recruiting fantastic talent.

Salário:

Local: São Paulo – SP

https://jobviewtrack.com/pt-br/job-191a417d48171c0146070000070c4e2300461d0b00b080455e444c663d07541f002e090f0f00004d11061d716959584944104f3c4e074b612b130b030c545429071246524e592f36061d4c54610d090d1714112145595e4a181a/19da9ab00ae79ee58f232db9a992cfc1.html?affid=a3e9e18bd80f6d2fe3562f93953bCandidatar-se a vaga!