Master's/Ph.D. Research Fellow – Credit Risk Modeling, Python, Statistics

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Job Description

Pesquisador bolsista desenvolvendo modelos de rating e provisão de crédito para o Itaú. Aplicação de Python, estatística e análise de dados em projeto de inovação.

Responsibilities:

  • Study and development of rating models for large corporations
  • Study and development of rating models for securitization (FIDCs)
  • Study and development of forward-looking methodologies for provisioning based on future economic outlooks
  • Participation in an ICT ITAÚ innovation project in partnership with Inova Talentos

Requirements:

  • Master's or Ph.D. degree
  • Completed degree program
  • Degree in Engineering, Computer Science, Physics, Mathematics, Economics, or Statistics
  • Python programming
  • Data analysis
  • Statistical models
  • Knowledge of credit risk
  • Knowledge of financial concepts
  • Time-series models
  • Experience with development on AWS
  • Availability: 40 hours per week

Benefits:

  • Fellowship stipend: BRL 11,000 (Ph.D.) and BRL 9,000 (Master's)
  • Remote work
  • Duration: 12 months