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Senior Data Scientist – Credit/Risk

Data ScientistData ScientistFull TimeRemoteSeniorTeam 10,001+H1B SponsorCompany SiteLinkedIn

Location

Brazil

Posted

51 days ago

Salary

0

Seniority

Senior

Bachelor DegreePortuguesePySparkPythonSQL

Job Description

Senior Data Scientist – Credit/Risk

Compass

• Process, organize, and integrate data from multiple sources; • Develop and maintain data pipelines to feed statistical models and monitoring dashboards; • Lead feature engineering processes; • Apply statistical and machine learning techniques to analyze large volumes of data, identifying relevant patterns and trends; • Develop predictive mathematical/statistical and machine learning models focused on credit risk (PD, EAD, LGD); • Ensure model compliance with current regulatory standards; • Monitor model performance and propose continuous improvements; • Create and track risk, efficiency, and performance metrics for rules and models; • Collaborate with technical and business teams, translating technical concepts for diverse audiences; • Ensure proper support for internal and external audits and regulatory bodies; • Share knowledge, promote a risk-aware culture, and exchange experiences in a collaborative environment;

Job Requirements

  • Bachelor's degree in Mathematics, Statistics, Engineering, Economics, or related fields;
  • Postgraduate degree or MBA in a related area;
  • Proven experience in statistical modeling;
  • Proficiency in Python and SQL;
  • Advanced Excel skills;
  • The following are a plus:
  • Experience with Databricks and/or PySpark;
  • Experience developing with Power BI;
  • Experience working in financial institutions;
  • Experience with models compliant with Resolution 4.966/21 or IRB;

Benefits

  • Open to candidates with disabilities (PwD)

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