Model Risk Specialist

The position

This is a senior individual contributor position, in which you will:

• Conduct independent reviews of IRRBB, market & liquidity risk and stress testing models, identifying and validating model's uses, hypothesis, data, methodologies and compliance with regulatory requirements.
• Provide effective challenges to models and modelling processes, identify risks and enhancement opportunities, and engage with other analysts to strengthen our decision making tools and capabilities.
• Develop playbooks and toolkits (Python , SQL , Scala , etc.) to optimize models reviews, ongoing monitoring, and assess the impact of models in decisions.
• Contribute to the construction of Nubank's Model Risk Management and Model Review processes with autonomy and creativity.
• Discuss and report model risk status and independent opinions with different stakeholders, including senior managers and regulators.
• Be expose...