Data Scientist III
OSASCO, Brazil; OSASCO, SP, Brazil; OSASCO
BRL 22K-22K (estimate) Senior-level Full Time
Tasks
- Analyze risk parameters PD LGD EAD CCF
- Assess capital consumption impact
- Collaborate with risk governance compliance audit and business
- Conduct model comparison studies
- Develop risk models
- Evaluate quantitative model evolution
- Improve capital economic models
- Monitor risk models
- Perform stress testing
- Prepare executive analyses and presentations
- Produce technical documentation
- Run sensitivity analysis
- Support ICAAP
- Support RAROC
Perks/Benefits
- Childcare support
- Corporate university
- Dental insurance
- Education partnerships
- Fitness membership
- Health insurance
- Life insurance
- Meal allowance
- Private pension
- Profit sharing
- Special Loan Conditions
- Transportation allowance
- Wellness program
Skills/Tech-stack
CCF | Capital Economic | Databricks | EAD | ICAAP | IFRS 9 | LGD | PD | Python | Quantitative Analysis | RAROC | Risk Modeling | SAS | Sensitivity Analysis | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
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