Model Risk Specialist
Nubank
Posted
- Company
- Nubank
- Location
- Brazil, Sao Paulo
- Workplace
- hybrid
- Category
- Engineering
ai alm alp cursor databricks deltaeve deltanii dv01 dvp01 fed sr 11-7 fed sr 26-2 frs1/23 frtb github hedge accounting icaap irrbb lcr low-code mathematical no-code pra ss1/23 python scala sql statistical stress testing var
Senior individual contributor to independently review IRRBB/market & liquidity risk/stress testing models; develop toolkits (Python/SQL/Scala); strong risk metrics/regulation knowledge; English proficiency; preferred finance/ALM/hedge accounting and FRM/CFA or similar.