Senior Risk Analyst

Extractta

Senior Risk Analyst at Extractta with a passion for technology and product vision. Focused on delivering high-impact solutions in credit risk assessment and management.

Posted 5/26/2026full-timeBelo Horizonte • 🇧🇷 BrazilSeniorWebsite

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

Calculate and monitor expected credit loss (ECL) provisions in compliance 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 the Central Bank of Brazil (Bacen) requirements and external audit;
Monitor regulatory and normative 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;
Collaborate with Accounting, Controllership, Modeling and Risk teams to ensure methodological consistency and quality of reported information.

Requirements

What you’ll need

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
Intermediate English
Desired:
Knowledge of Basel III and the impact of provisions on regulatory capital.

Benefits

Comp & perks

Meal voucher and/or food allowance
Partnerships with educational institutions offering exclusive discounts on courses and educational programs
Opportunities for career growth and participation in strategic projects
Chance to work at a company that is expanding in the market.

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

expected credit loss (ECL)credit risk modelsprobability of default (PD)loss given default (LGD)exposure at default (EAD)statistical modeling techniquesregulatory reportingmodel governanceBasel IIImacroeconomic scenarios

Soft Skills

analytical skillscollaborationcommunicationattention to detailstrategic thinkingreporting skillsproblem-solvingorganizational skillsinterpersonal skillspresentation skills