Mid-level Analyst – Model Validation

Itaú Unibanco

Analista Pleno de Validação de Modelos de Risco de Mercado at Banco Itaú. Involves validating market risk models and building innovative evaluation platforms.

Posted 7/20/2026full-timeSão Paulo • 🇧🇷 BrazilMid-LevelSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in Technical Model Validation and Risk Metrics, with a strong mathematical and modeling background. Proficient in advanced programming and committed to regulatory compliance and innovative model evaluation.

Highest-signal resume keywords

Technical Model ValidationRisk Metrics AssessmentAdvanced Programming SkillsMathematical ModelingIndependent Price Verification

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Model ValidationQuantitative ValidationQualitative ValidationObject-Oriented ProgrammingMathematical ModelingPricing ModelsMarket Risk ModelsRegulatory ComplianceAutomationComputational Frameworks

Soft Skills

Attention to DetailCuriosityInnovationRigor

Industry Keywords

Internal Models ApproachFRTBIRRBBSA-CCRCVAPFELCRNSFRIRB ModelsIndependent Price Verification

About the role

Key responsibilities & impact

Validation framework development: will participate in the renewal agenda for the model validation workflow, building an innovative model evaluation platform;
Technical Model Validation: perform qualitative and quantitative validations of market risk models, including building indexers, pricing models and prudential adjustment models;
Risk Metrics: assess models and market risk capital processes under the Internal Models Approach (IMA) and the new regulatory methodology (FRTB), IRRBB, counterparty credit risk metrics (SA-CCR, CVA, PFE), liquidity metrics (LCR, NSFR), and the credit risk capital pipelines under Internal Ratings-Based (IRB) models;
Revalidation and enhancement: revalidate and support the evolution of computational frameworks for model revalidation, ensuring accuracy and regulatory compliance;
Independent Price Verification: perform independent price verification to ensure the quality of prices used on the balance sheet, with a focus on automation and continuous improvement.

Requirements

What you’ll need

Mathematical and Modeling Background: strong knowledge of mathematics and modeling, especially in pricing and market risk, with the ability to apply these skills in practice.
Programming Skills: advanced programming knowledge, including object-oriented programming, to develop and implement effective solutions, including integration of generative AI into processes and the development workflow.
Curiosity and Innovation: interest in keeping up with and researching new mathematical modeling techniques.
Rigor and Compliance: attention to detail and rigor in assessing regulatory and normative requirements.

Benefits

Comp & perks

Transportation allowance (Vale-Transporte)
Meal voucher (restaurants) / Food voucher (supermarkets)
Medical plan (Fundação Saúde Itaú or Central Nacional Unimed)
Dental plan (Odontoprev or Interodonto)
Life insurance
Profit-sharing (PLR) – participation in profits and results (subject to the bank's performance)
Private pension plan
Exclusive discounts on our financial products
Extended maternity and paternity leave
Childcare / babysitting assistance (for parents)
Education assistance
Wellness platform (Wellhub or TotalPass)
Access to Itaú leisure clubs (Guarapiranga / Itanhaém and São Sebastião)
+ Additional benefits that you can learn about during the process 😊