About Our Model Risk Team
We are the second line of defense for our models at Nubank.
Our mission is to ensure we rely on world-class solutions that lead to optimal and sustainable decisions.
We act by providing independent review & challenge to models, staying tuned to cutting-edge techniques, along with business, customers, and regulatory needs. We also work to identify and control risks related to our models, as well as in the definition and implementation of feedback loops to constantly improve them.
Responsibilities:
* Conduct independent reviews of quantitative models based on various financial, statistical, and machine learning techniques.
* Provide effective challenges, identify risks, and enhancement opportunities, and engage with other analysts to strengthen our decision-making tools.
* Develop playbooks and toolkits to optimize model reviews, ongoing models monitoring, and assess the impact of models in decisions.