Senior Risk and Model Analyst – Model Validation

Job not on LinkedIn

🔥 16 hours ago

🇧🇷 Brazil – Remote

⏰ Full Time

🟠 Senior

🎲 Risk

👻 Ghost score 25%

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🗣️🇧🇷🇵🇹 Portuguese Required

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Logo of Stone & Company

Stone & Company

1 - 10 employees

💼 Consulting

🤝 B2B

Consulting • B2B

Stone + Company is a management and strategy consulting firm that empowers corporate clients to achieve exceptional results by transforming disjointed strategies or crafting new ones into a unified plan designed for optimal performance and team synchronization. The firm focuses on delivering fast and effective outcomes for its clients.

📋 Description

• Perform rigorous technical validations and re-performance of quantitative models • Apply statistical tests to assess the accuracy, stability, and performance of credit and credit risk solutions • Create and implement automated tools for running model tests • Define, monitor, and analyze model performance metrics in production • Monitor model degradation and calibration • Ensure alignment with internal risk governance policies • Keep the model inventory up to date across all stages of the model lifecycle • Critically assess assumptions, databases, and modeling approaches • Prepare detailed technical reports and validation opinions • Report findings and recommendations to stakeholders

🎯 Requirements

• Extensive experience in banks or financial institutions, working directly with risk modeling or validation • Strong command of origination and account management models (Application and Behavioral Scoring) • Knowledge of credit risk parameter models (PD, EAD, and LGD), including compliance with CMN/BCB Resolution No. 4,966 • Advanced experience with the Databricks platform • Knowledge of data architecture and data engineering for processing large volumes of information • Advanced proficiency in Python, R, and SQL for testing and automation • Knowledge of SAS and VBA • Strong theoretical and practical understanding of Machine Learning algorithms • Advanced statistical modeling • Experience applying Generative AI tools • Ability to read and interpret regulatory requirements applicable to Brazil’s National Financial System • Fluent English reading skills for international documentation and technical papers

🏖️ Benefits

• Fixed salary • Variable compensation package (profit sharing, long-term incentives, or commission), depending on role eligibility • Health and dental insurance with co-payments • Hospital Virtual Verde: telemedicine team available 24 hours a day, 7 days a week • Medication allowance • Meal and/or food allowance through Pluxee, depending on eligibility • Childcare assistance for children up to 5 years and 11 months old • Assistance for employees with children with disabilities • Life insurance • Fuel or commuting allowance, depending on eligibility • Home office allowance for hybrid or remote contracts • Welcome kit for new parents • SESC partnership, depending on eligibility • Education benefit – internal self-development platform (Studa and Stone Library) • Acolhe360º – free emotional support • Quick massage and on-site clinic, depending on eligibility • Optional benefits: Wellhub, TotalPass, Pet Club, Flash, Férias&Co, transportation voucher, Allya, and educational partnerships

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