Credit Risk Modeling Specialist

banco BV

. Develop, monitor, implement, and enhance Expected Loss parameter models, including PD, LGD, EAD, and FWL .

Posted 9/15/2026full-timeSão Paulo • BrazilMid-LevelSeniorWebsite

Core Competencies

Role fit

Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates expertise in credit risk modeling, including PD, LGD, EAD, and FWL, while providing technical leadership and strategic insights to enhance credit risk management processes. Proficient in data analysis and programming, with a strong ability to translate complex technical concepts into actionable business strategies.

Highest-signal resume keywords

Credit Risk ModelingProgramming Languages: SAS, SQL, PythonRisk Parameters: PDD, IFRS 9Data Analysis and InsightsTechnical Leadership

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Credit RiskCredit ModelingExpected Loss Parameter ModelsRisk MethodologiesData ExtractionStatistical AnalysisModel MonitoringParameter EnhancementStrategic Decision-MakingProcess Improvement

Soft Skills

Analytical CapabilitiesCommunication SkillsInterpersonal Skills

Tools & Technologies

Power BITableauAdvanced ExcelPowerPoint

Industry Keywords

Resolution 4,966Wholesale BankingCredit Risk Management

Tech Stack

Tools & technologies

PythonSQLTableau

About the role

Key responsibilities & impact

Develop, monitor, implement, and enhance Expected Loss parameter models, including PD, LGD, EAD, and FWL
Work across the entire modeling lifecycle, from understanding the target population and extracting data to implementing and monitoring models
Develop risk methodologies in compliance with Resolution 4,966 for the Wholesale Banking segment
Conduct studies and analyses focused on the continuous enhancement of parameters and credit risk management
Generate strategic insights through the analysis of large volumes of data
Support the definition of product, credit, and collections strategies in partnership with various areas of the bank
Advance credit risk concepts and parameters as strategic business drivers
Provide technical leadership to risk teams and partner areas in identifying the best solutions for credit risk optimization
Proactively contribute to the continuous improvement of processes

Requirements

What you’ll need

Experience in credit risk, credit modeling, PDD, IFRS 9, and risk parameters
Proficiency in programming languages such as SAS, SQL, Python, and similar technologies
Knowledge of Power BI and/or Tableau
Advanced Excel and PowerPoint skills
Strong analytical capabilities and the ability to translate technical concepts into business insights
Excellent communication and interpersonal skills
Experience preparing studies to support strategic decision-making
Experience providing technical leadership to teams
Internal candidates: N9 or N10 level and at least 1 year in their current role

Benefits

Comp & perks

Hybrid work model: 2 days working on-site per week
Diversity and inclusion: applications from Black professionals, women, people with disabilities, LGBTQIA+ individuals, and people of all ages are encouraged
Recognized as the Best Financial Institution to Work For in the 2025 GPTW ranking