Senior Analyst – Credit Risk Modeling

Banco Daycoval

Senior Analyst at Banco Daycoval developing credit risk models to enhance financial decision-making. Collaborating on regulatory migration projects and ensuring compliance with methodologies.

Posted 7/21/2026full-timeSão Paulo • 🇧🇷 BrazilSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in developing and validating quantitative credit risk models, utilizing advanced statistical techniques and Machine Learning algorithms. Proficient in regulatory compliance and collaboration across various business areas to enhance risk management frameworks.

Highest-signal resume keywords

Quantitative Credit Risk ModelingAdvanced Python SkillsSQL Data AnalysisRegulatory Migration ProjectsMachine Learning Techniques

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Regression ModelsDecision TreesClassification MethodsModel ValidationBacktestingCalibrationBenchmarkingStatistical StudiesCredit Risk MeasurementExpected Loss Calculation

Tools & Technologies

Machine Learning AlgorithmsAnalytical DatasetsAutomation Routines

Industry Keywords

CMN Resolution No. 4,966IFRS 9Model Risk ManagementInternal Ratings-Based ApproachCentral Bank ComplianceICAAPStress TestingEconomic Capital Models

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

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.

Requirements

What you’ll need

Degree in Statistics; Mathematics; Applied Mathematics; Data Science; Engineering; Economics; Actuarial Science or related fields.
Experience with regression models, decision trees, classification methods and Machine Learning techniques.
Advanced Python and SQL skills for modeling and analysis of large volumes of data.
Experience in regulatory migration projects from the standardized approach (S3) to the internal ratings-based approach (S2/IRB).
Participation in projects related to internal model approvals with the Central Bank.

Benefits

Comp & perks

Medical and Dental Coverage: Comprehensive medical and dental plans providing quality care.
Meal/Food Voucher
Life Insurance
Childcare Allowance: Financial support to help balance work and family responsibilities.
Support for Children with Disabilities: The company’s commitment to the well-being and personal and professional development of employees and their families.
Extended Maternity and Paternity Leave: Full support for employees during important life moments.
Profit Sharing (PLR): Financial recognition for your contribution to the company’s success.
Results Participation Program: Ongoing incentives to achieve individual and collective goals.
Education Support: Assistance for academic and professional development, investing in your growth.
Discount Partnerships: Exclusive benefits on a variety of products and services through strategic partners.
Day Off: Flexibility with one paid day off to recharge and balance responsibilities.
Totalpass – Health Incentive: Access to a broad network of fitness activities, promoting an active and healthy lifestyle.
Workplace Exercise Sessions: Promoting well-being and motivation among employees.