Model Risk Senior Specialist

Who you are

You have a strong background in model risk management, with at least 5 years of experience in the financial sector. Your expertise in machine learning and analytics allows you to effectively review and challenge models, ensuring they meet business and customer needs. You possess a deep understanding of Expected Credit Loss parameters, including Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD). Your analytical skills enable you to identify opportunities for model improvement and implement governance standards that control model risk. You are a proactive communicator, capable of collaborating with cross-functional teams to enhance model performance and reliability.

Desirable

Experience with regulatory frameworks related to model risk management is a plus. Familiarity with data-driven decision-making processes and a passion for innovative financial solutions will set you apart. You are comfortable working in a fast-paced environment and are eager to contribute to Nubank's mission of transforming financial services in Latin America.

What you'll do

In this role, you will be responsible for conducting thorough reviews of existing models and providing constructive feedback to enhance their effectiveness. You will collaborate closely with data scientists and analysts to ensure that models are aligned with business objectives and regulatory requirements. Your role will involve establishing validation standards and governance frameworks that mitigate model risk while promoting continuous improvement. You will also participate in the development of new models, ensuring they are robust and reliable from the outset. By leveraging your analytical skills, you will help drive data-driven strategies that enhance customer experiences and optimize financial outcomes.

What we offer

Nubank provides a dynamic work environment where innovation and collaboration are at the forefront. You will have access to various employee benefits, including mental health support programs, language learning opportunities, and wellness initiatives. Our office in São Paulo is equipped with facilities that promote a healthy work-life balance, including bike parking and onsite health services. We encourage you to apply even if your experience doesn't match every requirement, as we value diverse perspectives and backgrounds in our team. Join us in redefining the financial landscape in Latin America and making a meaningful impact on people's lives.