Credit Risk Consultant

Ready to take your analytical skills to the next level?

We are looking for a Junior Risk Consultant (Python & AWS)

If you are passionate about quantitative modeling, cloud technology, and want to make a real impact within the financial sector, this opportunity is for you.

In this role, you will have key involvement in portfolio valuation, auditing, and regulatory compliance (IFRS 9, CRR2/CRR3), working hand-in-hand with multidisciplinary teams to transform complex data into strategic solutions.

What this professional challenge will offer you

• Real Impact: You will participate in strategic projects for key business decision-making.
• Advanced Technical Stack: You will apply the best of the quantitative world (Python, SAS, SQL) combined with the power of the cloud (AWS).
• Continuous Growth: You will work with international regulatory frameworks and highly complex financial portfolios.

Your main functions and responsibilities

• Quantitative Modeling and Analysis:
• Development of models and tools in Python for pricing, risk measurement, and automation of credit and market portfolios.
• Valuation of complex portfolios (FX Options, IRS, Futures) and implementation of key metrics such as VaR and DV01.
• Statistical analysis of credit risk for impact assessment and support for business decisions.
• Regulatory Compliance and IFRS 9:
• Implementation and validation of models under IFRS 9 (ECL).
• Analysis of risk and regulatory capital drivers under CRR2 / CRR3 in advanced and standard model portfolios.
• Design of tools for the valuation of credit portfolios treated as financial instruments.
• Optimization, Automation, and Cloud:
• Data structuring and development of agile processes in Python, SAS, and SQL.
• Maintenance, optimization, and migration towards continuous improvement initiatives.
• Integration of workflows on AWS environments.
• Management and Strategic Communication:
• Addressing internal audit requirements and technical validation of results.
• Preparation of technical reports and executive presentations for senior management.
• Interdepartmental collaboration with various areas of the bank to resolve queries and optimize processes.

Desired Profile

Minimum Requirements:

• Experience: 2+ years in credit risk, market risk, or financial modeling (preferably in banking, consulting, or auditing).
• Quantitative Stack: Proficiency in Python and experience in SAS / SQL.
• Market Knowledge: Familiarity with financial derivatives (FX Options, IRS, Futures) and risk metrics (VaR, DV01).
• Regulatory Framework: Experience or solid knowledge in IFRS 9 (ECL) and CRR2 / CRR3 regulations.
• Soft Skills: High analytical capacity, critical thinking, excellent technical/executive communication, and results orientation.

Bonus Points (Desirable):

• Experience working in AWS environments (services such as Athena, S3, Glue, EMR, or other related ones).

Interested in the challenge?

Apply by sharing your updated CV

https://docs.google.com/forms/d/e/1FAIpQLSfab1AdpYF63rNyIcH9oKkjAMCnA785JSojmji53UyYU-ONAQ/viewform?usp=sharing&ouid=111754654971068779599