The interplanetary payment network.
Financial Risk Specialist
Location
Brazil
Posted
5 days ago
Salary
0
Seniority
Senior
Job Description
Financial Risk Specialist
CloudWalk, Inc.
• Design, implement, and maintain credit risk models and frameworks in compliance with BACEN and IFRS 9 standards. • Monitor and manage retail credit exposures across the lifecycle, from origination and underwriting to scoring and portfolio performance. • Develop and validate ML/AI-based models for PD, LGD, EAD, and behavioral scoring. • Build and maintain AI agents to automate risk monitoring, provisioning, and reporting workflows. • Collaborate with the Credit Policy team to define limits, strategies, and credit appetite aligned with the company’s Risk Appetite Statement (RAS). • Conduct stress testing, scenario analysis, and model backtesting to ensure portfolio resilience. • Work closely with Data Science, Finance, Compliance, and Fraud teams to ensure model consistency, explainability, and auditability. • Prepare and present insights and reports to senior management and regulators.
Job Requirements
- Strong knowledge of BACEN credit risk regulations (Resolution BCB 265/2022, CMN 4.557/2017, CMN 2.682/1999, Circular 3.978/2020).
- Deep expertise across the retail credit lifecycle: origination, behavioral scoring, collections, and recovery.
- Experience in payments and acquiring, including merchant, settlement, and receivables-backed credit risk.
- Practical experience with IFRS 9 expected credit loss (ECL) modeling across Stages 1, 2, and 3 and provisioning methodologies.
- Proven track record developing and validating ML/AI credit risk models.
- Strong programming skills (Python, SQL, R, or SAS) for modeling, validation, and stress testing.
- Familiarity with ICAAP and capital adequacy processes.
- Understanding of model governance, documentation, and audit requirements.
- Advanced English communication skills.
Benefits
- Health insurance
- Retirement plans
- Flexible work arrangements
- Professional development
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