Model Risk Senior Specialist

About the Company

Nubank was founded in 2013 to free people from a bureaucratic, slow, and inefficient financial system. With operations in Brazil, Mexico, and Colombia, Nubank is one of the world’s largest digital banking platforms and technology-leading companies.

Responsibilities

• Conduct independent reviews of quantitative models based on financial, statistical, and machine learning techniques
• Provide effective challenge to models and modelling processes to identify risks
• Develop playbooks and toolkits using Python, SQL, or Scala to optimize model reviews and monitoring
• Contribute to the construction of Model Risk Management and Model Review processes
• Discuss and report model risk status to senior managers and regulators
• Ensure technical excellence and compliance with local and international regulations
• Mentor junior staff on best practices for Model Oversight and Validation

Requirements

• Experience developing or validating quantitative and machine learning models
• Focus on credit provisions and capital requirements models
• Strong Data Science skills and knowledge of machine learning tools
• Proficiency in Python, SQL, and GitHub
• Knowledge of BACEN 4966, IFRS9, and ICAAP
• English language proficiency
• Strong analytical and problem-solving skills

Benefits

• Health, dental, and life insurance
• Meal and transportation assistance
• 30 days of paid vacation
• Equity opportunities
• Mental health and wellness assistance (NuCare)
• Language learning program (NuLanguage)
• Gympass partnership
• Extended maternity and paternity leaves
• Onsite Health Center