Banco Daycoval

Risk

• Develop, review, calibrate and monitor quantitative credit risk models (PD, LGD, EAD and Expected Loss).
• Work on the implementation and evolution of credit risk measurement methodology in compliance with CMN Resolution No. 4,966 and IFRS 9.
• Actively participate in the regulatory migration project from the standardized approach (S3) to the internal ratings-based approach (S2), supporting the construction of the methodological, documentation and governance infrastructure required by the Central Bank.
• Develop statistical studies to evaluate model performance, proposing continuous improvements.
• Execute model validation, backtesting, calibration, benchmarking and monitoring processes.
• Prepare technical and methodological documentation for regulatory purposes, internal audits and Central Bank inspections.
• Operate within the Model Risk Management (MRM) framework, ensuring governance, traceability and adherence to best practices.
• Develop models using traditional statistical techniques and Machine Learning algorithms where applicable.
• Build analytical datasets, automate routines and develop processes using Python and SQL.
• Support regulatory impact studies, capital management, ICAAP, stress testing and economic capital models.
• Collaborate with Risk, Technology, Data, Compliance, Audit and Business areas to evolve the risk framework.

Senior Analyst – Credit Risk Modeling

Compliance

• Prepare, validate and submit mandatory regulatory reports to the Central Bank (Bacen), with emphasis on documents 3040 – SCR and 3050.
• Handle large volumes of data, performing queries and validations in SQL.
• Support the monthly closing of the bank's credit portfolio, ensuring that all credit operations (payroll-deductible loans, vehicle loans, mortgage/real estate, credit card, corporate loans, etc.) comply with applicable regulations.
• Assess and apply specific regulatory rules to operations linked to government programs.
• Interact with internal areas (product, IT, accounting, credit risk, compliance) to consolidate information.
• Monitor regulations (IFRS 9, Resolution 4,966, BCB Instruction 414) and support process adjustments.

Regulatory Analyst (Mid)

• Build, review and enhance credit provisioning methodologies applied to structured funds and FIDCs (Receivables Investment Funds);
• Monitor portfolio performance and behavior, identifying trends in delinquency, credit deterioration and material movements;
• Produce analyses and metrics to support risk forums and committees;
• Participate in discussions on pricing and valuation of structured credit assets and illiquid transactions;
• Contribute to defining criteria and assumptions for funds with differentiated strategies and special assets;
• Support accounting close processes and respond to regulatory requirements related to provisions;
• Work closely with internal teams and external auditors, providing technical backing for methodologies, assumptions and analyses;
• Actively participate in the enhancement of controls, governance and risk-area processes.

Mid-level Credit Risk Analyst – FIDC

Financial Planning and Analysis

• Conduct end-to-end regulatory closing for FIDCs
• Prepare, validate and reconcile credit information for submission to the Central Bank
• Submit the SCR (Document 3040), ensuring compliance with regulatory requirements
• Perform critical data analysis to identify inconsistencies, misclassifications and discrepancies
• Reconcile regulatory and accounting data to ensure information consistency
• Liaise with areas such as Credit Risk, Accounting, Funds and Technology
• Manipulate and analyze data (Excel, SQL and/or Python) to support validations and reconciliations
• Investigate and remediate inconsistencies prior to submission to the Central Bank
• Ensure compliance with regulatory deadlines
• Contribute to continuous improvement of processes, controls and fund governance

Mid-level Regulatory Analyst – FIDC, Receivables Investment Fund

Data Analyst

• Manipulate and analyze large volumes of data, extracting relevant insights for the Risk and Internal Controls area.
• Develop and automate dashboards, management reports, metrics and KRIs, supporting continuous monitoring and qualitative analytical testing.
• Identify patterns, deviations and opportunities for improvement, contributing to risk mitigation and enhancement of internal controls.
• Structure databases and document processes, ensuring data integrity, traceability and information governance.
• Work cross-functionally, collaborating with various departments and internal teams on strategic projects and multidisciplinary initiatives.

Senior Analyst – Credit Risk Modeling

Regulatory Analyst (Mid)

Mid-level Credit Risk Analyst – FIDC

Mid-level Regulatory Analyst – FIDC, Receivables Investment Fund

Senior Data Analyst – Risk and Controls