Job Description
We are looking for a professional in Mathematics, Statistics, Physics, Economics, Finance, Systems Engineering, Data Science or related areas, with a Master's or Doctorate in disciplines in relevant areas and an advanced level of English. Have between 4 and 7 years of certified experience in financial modeling, credit risk or loan analysis, deploying models in AWS, MLOps, model governance and explainability frameworks, as well as parameter estimation such as PD, LGD and EAD.\n\nYour responsibilities will be:\nDesign, develop and validate credit risk models using advanced machine learning techniques.\nTransform traditional financial models into scalable technical solutions.\nImplement and deploy models in environments productive (AWS).\nWork with credit bureau data and build scorecards and estimates (PD, LGD, EAD).\nCollaborate with multidisciplinary teams to translate business needs into analytical solutions.\nIndispensable requirements\nProficiency in Python and machine learning modeling (scikit-learn, XGBoost, etc.), feature engineering (WOE/IV, bureau data), model validation (AUC-ROC, R², KS, backtesting) and explainability (SHAP, LIME).\nDesirable: \nKnowledge of credit regulations in the US (FCRA, ECOA) or compliance with IFRS.\nOffered: \nIndefinite-term employment contract\nSalary to be agreed according to experience\nTeleworking Modality",