Financial Planning and Analysis

• Develop, calibrate and document expected loss models in accordance with Res. CMN 4.966/2021 (PD, LGD, EAD components; staging; forward-looking elements; overlays).
• Build interest-rate curve stress models and macro shock scenarios (rates, inflation, FX, spreads, default rates).
• Project impacts on NII (Net Interest Income), EVE (Economic Value of Equity), fair value, provisions and regulatory capital (CET1, RWA, leverage).
• Develop projections of macroeconomic indicators (GDP, IPCA, SELIC, unemployment, default rates) using econometric techniques.
• Assess market, liquidity, credit and counterparty risk of distributed funds.
• Ensure full lifecycle governance of financial risk models: design, documentation, approval, implementation, monitoring, revalidation and decommissioning.
• Translate technical results into strategic implications for ALCO, the Risk Committee and the Executive Board.
• Stay up to date with the financial markets and regulatory changes that may impact the institution.

Senior Financial Risk Modeling Analyst

Analista Financeiro Jr

Analista Financeiro – Junior

Financial Analyst – Junior

Specialist – FP&A Coordinator