iFood is seeking a Credit Risk Specialist to join their team in Osasco, Brazil, focusing on the maintenance and development of credit risk models, monitoring portfolios, and regulatory documentation. The role requires expertise in credit modeling, Python, and SQL, and offers a hybrid work environment
Job Summary
The role involves maintaining and recalibrating production credit models including PD, LGD, and EAD with monthly backtesting.
Candidates will define specifications for new models using survival analysis and implement them in Python/Databricks.
The position requires submitting regulatory documentation to the Central Bank (BCB) and defending model assumptions.
Matching Summary
Match Score: 85
iFood is seeking a Credit Risk Specialist to join their team in Osasco, Brazil, focusing on the maintenance and development of credit risk models, monitoring portfolios, and regulatory documentation. The role requires expertise in credit modeling, Python, and SQL, and offers a hybrid work environment.
Skills & Requirements
Must-have
PD LGD EAD credit risk modeling
Python and Databricks development
IFRS9 staging and ECL calculation
Stress testing and Monte Carlo simulation
Model validation with backtest metrics
Nice-to-have
Advanced ML techniques like XGBoost
Experience with survival analysis
Bayesian approaches for scarce data
Strong communication with VPs
Knowledge of capital adequacy RWA
Key Requirements
Robust experience in credit risk modeling within fintech or banking
Proficiency in Python/SQL for end-to-end feature engineering
Hands-on experience with IFRS9 standards and regulatory reporting