Senior Integrated Risk Analyst

Rabobank

Professional role in credit risk modeling at Rabobank, monitoring IFRS9 and credit risk models. Acts as focal point for model governance and regulatory compliance with local and global teams.

Posted 7/8/2026full-timeSão Paulo • 🇧🇷 BrazilSeniorWebsite

Tech Stack

Tools & technologies

SQL

About the role

Key responsibilities & impact

Professional with a strategic role in credit risk modeling, responsible for monitoring the performance of IFRS9 and credit risk models (PD, LGD, EAD, ECL) to ensure robustness, regulatory compliance, and alignment with the local portfolio.
Acts as the local focal point for model governance, bridging Head Office and local teams, and translating technical model outcomes into actionable insights for decision-making.
Contributes to the evolution of the risk framework by supporting regulatory requirements, model reviews, and reconciliation between local and international standards.
Recognized for strong analytical skills, stakeholder engagement, and the ability to communicate complex technical topics clearly, enabling proactive and business-aligned risk management.
Monitor the performance of credit and IFRS9 risk models (PD, EAD, LGD, ECL) on an ongoing basis, tracking stability, predictive power and portfolio fit.
Conduct and refine annual model reviews to assess whether models remain fit for purpose for the Brazilian portfolio.
Monitor information regarding findings and incidents on models and translate it for Risk Committee.
Understand and follow up model landscape, bringing stakeholders awareness to expected changes.
Act as the local focal point about models (Credit and IFRS9), counting with support from management.
Support the reconciliation between local regulatory Res. 4.966 and IFRS 9, understanding the key drivers of divergence.
Contribute to regulatory deliveries related to credit risk models and provisioning methodology.
Duly update local documents related to the topic.
Participate in model-related discussions with Head Office, bringing Brazilian portfolio perspective and translating local regulatory requirements into terms that resonate with the global team.
Submit clear and concise documentation to Committees.
When invited, join Committees and meetings.
Constant collaboration with teams and Head Office.
Manage different stakeholders, with diversified technical background, language and culture.
Contribute to pro-active risk management.

Requirements

What you’ll need

Economics, Engineering, Statistics, Mathematics not limited to these.
Fluent english.
Solid understanding of Res. 4.966 - provisioning methodology, SICR triggers, ECL staging and PD/LGD/EAD concepts.
Working knowledge of IFRS9 framework, sufficient to engage meaningfully with modelling teams on methodology, assumptions and statistical output.
Ability to interpret model performance reports, back-testing results and sensitivity analysis - not necessarily to build models, but to challenge and discuss them.
Advanced skills on Excel for data analysis and monitoring routines.
Ability to work cross-functionally across Credit, Risk, IT and Head Office teams, bridging different technical backgrounds and cultures.
Strong team work skills.
Proven ability to deliver regulatory and management reports within strict deadlines, maintaining accuracy under pressure.
Comfortable operating in a dynamic environment, adapting priorities as business needs and regulatory demands evolve.
Strong written communication - ability to translate technical model findings into clear documentation for Committees and non-specialist stakeholders.
Nice to have: familiarity with AI-assisted tools for data analysis, report drafting or workflow automation (e.g. Co-pilot) and SQL proficiency.

Benefits

Comp & perks

We believe that diversity and different perspectives enrich our world and our efforts to build a better world. Everyone is welcome to apply for positions at Rabobank Brazil.

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Hard Skills & Tools

EconomicsEngineeringStatisticsMathematicsExcel Data AnalysisModel GovernanceSensitivity AnalysisPD/LGD/EAD ConceptsProvisioning MethodologyBack-Testing

Soft Skills

Strong TeamworkWritten CommunicationAdaptabilityAnalytical SkillsProactive Risk Management