Extractta

Senior Risk Analyst

Extractta

full-time

Posted on:

Location Type: Remote

Location: Brasil

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Job Level

Senior

Tech Stack

PythonSQL

About the role

  • Calculate and monitor expected credit loss (ECL) provisions in accordance with IFRS-9 and CMN Resolution 4.966
  • Develop, validate and maintain credit risk models (PD, LGD and EAD), ensuring accurate measurement of losses
  • Incorporate forward-looking macroeconomic scenarios into provisioning models, assessing impacts across different portfolio segments
  • Support the preparation of accounting and regulatory reports related to provisions, ensuring compliance with Bacen and external audit requirements
  • Monitor regulatory and standards changes (IFRS, CMN, Bacen) and propose adjustments to models and credit policies
  • Prepare detailed analyses and reports for senior management, focusing on the financial, regulatory and strategic impacts of credit provisions
  • Liaise with Accounting, Controllership, Modeling and Risk teams to ensure methodological consistency and quality of reported information.

Requirements

  • Understanding of IFRS-9 (classification of financial instruments, stages 1, 2 and 3, impairment and expected credit loss provisioning)
  • Knowledge of CMN Resolution 4.966 and its application to credit risk measurement in financial institutions
  • Statistical and quantitative modeling techniques (PD, LGD, EAD)
  • Experience with analysis tools (R [mandatory], SQL, SAS, Python)
  • Familiarity with accounting/regulatory reporting and model governance
  • Desired:
  • Knowledge of Basel III and the impact of provisions on regulatory capital.
Benefits
  • Meal and/or food vouchers
  • Partnerships with educational institutions, offering exclusive discounts on courses and educational programs
  • Opportunities for growth within the company and participation in strategic projects
  • Opportunity to work for a rapidly expanding company in the market.

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard skills
credit risk modelsexpected credit loss (ECL)statistical modeling techniquesPDLGDEADregulatory reportingmodel governanceIFRS-9Basel III
Soft skills
analytical skillscommunicationcollaborationattention to detailproblem-solving