Expert Data Scientist – Credit Modeling

• Develop and maintain the team’s technical playbook and model development pipelines
• Standardize methodologies, reusable functions, validation criteria, and structured outputs for executive and technical presentations
• Lead the creation, calibration, and evolution of predictive models across the entire credit lifecycle (Application, Behavior, Collection, Early Warning, PD, LGD, and EAD)
• Oversee data extraction and manipulation, feature engineering, methodology definition, validation, deployment, and implementation with Engineering/IT
• Continuously assess model performance and stability in production using Gini, KS, and PSI
• Propose model recalibrations or replacements when necessary
• Prepare and maintain technical model documentation, ensuring auditability, reproducibility, and compliance
• Explore, test, and implement new statistical techniques, Machine Learning algorithms, and alternative data sources
• Act as a strategic partner to Policy, Risk, and Fraud Prevention teams
• Provide analytical inputs, risk curves, and simulations to support executive decision-making

• Significant, proven experience building and validating credit risk models at financial institutions, fintechs, credit bureaus, or specialized consulting firms
• Advanced proficiency in programming languages used for data analysis and modeling
• Strong command of languages for manipulating and extracting large volumes of data (Big Data), including structured and unstructured data
• Solid theoretical knowledge and practical experience with advanced Machine Learning / Deep Learning techniques
• Knowledge of logistic regression, decision trees, and validation/sampling techniques
• Familiarity with black-box model explainability frameworks (SHAP, LIME)
• Deep understanding of the credit lifecycle and key risk metrics
• Broad strategic vision to identify, structure, and expand the use of Artificial Intelligence in the team’s workflow

• Medical and dental insurance with no co-payment
• Life insurance
• Prescription medication allowance
• Fitness allowance
• Four free therapy or nutritionist sessions per month
• Quick massage at headquarters
• Flexible meal allowance on a Visa card
• Complimentary food at headquarters
• Childcare allowance
• Parental support program
• Extended maternity and paternity leave
• In-house training platform
• Education allowance covering 70% of undergraduate tuition and language courses, as well as courses and books
• Home office allowance
• Work equipment
• Home office furniture allowance
• Partnership with WOBA for coworking access throughout Brazil
• Birthday month day off
• Happy hour allowance
• Referral bonus for new hires
• Annual performance-based bonus
• Stock option plan
• No dress code