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Senior Data Scientist – Credit/Risk
Location
Brazil
Posted
51 days ago
Salary
0
Seniority
Senior
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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