Design, implement, and maintain credit risk models per BACEN and IFRS 9.
Monitor and manage retail credit exposures from origination to scoring.
Develop and validate ML/AI models for PD, LGD, EAD, and behavior scoring.
Build AI agents to automate risk monitoring, provisioning, and reporting workflows.
Partner with Credit Policy to define limits, strategies, and credit appetite aligned with the company’s RAS.
Perform stress tests, scenario analysis, and model backtesting to ensure portfolio resilience.

🎯 Requirements

Deep BACEN regulatory knowledge: BCB 265/2022, CMN 4.557/2017, 2.682/1999
Retail credit lifecycle expertise: origination, behavioral scoring, collection, recovery
IFRS 9 ECL modeling (Stages 1-3) and provisioning
ML/AI credit risk modeling experience
Strong programming skills: Python, SQL, R, or SAS
Model governance, documentation, and audit requirements

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