Enterprise Risk Management Specialist
This role is responsible for developing and maintaining an enterprise risk management framework covering various types of risks, including credit, market, liquidity, operational, and technology risks. The specialist will work closely with cross-functional teams to ensure that the organization's risk exposure is properly assessed and managed.
Margin-Account Governance Expertise
* The successful candidate will have expertise in margin-account governance, including establishing risk policies for margin lending and virtual asset collateral, defining and periodically reviewing maximum LTV ratios and haircut methodologies, and monitoring collateral valuation, capital add-ons, and counterparty exposures.
* They will also be responsible for ensuring adherence to client and institutional exposure limits, capital buffers, and net-worth thresholds, and continuously monitoring key risk indicators (KRIs) across business functions.
* In addition, the specialist will operate as an independent second-line function, maintaining objectivity from commercial and trading activities while collaborating closely with Compliance, Finance, Operations, and Technology.
* They will engage with internal/external auditors, regulatory bodies, and governance committees on matters related to risk management, capital adequacy, and prudential standards.
* Finally, they will promote a strong risk-aware culture by supporting ongoing training, communication, and enhancements to risk methodologies, models, and documentation.
Requirements
* The ideal candidate must be legally residing in Brazil.
* They should have at least 7 years of senior-level experience in financial or prudential risk management, preferably within banks, fintechs, or crypto/virtual asset firms.
* Demonstrated independence from commercial functions and proven capability operating as a second-line or independent control function are essential.
* Strong command of Central Bank of Brazil risk regulations, prudential rules, capital adequacy requirements, and VASP reporting obligations is required.
* Expertise in market and liquidity risk frameworks, stress testing, scenario modeling, and margin-account governance involving virtual assets is necessary.
* Bachelor's degree in Finance, Economics, Risk Management, or a related field; postgraduate qualifications are strongly preferred.
* Exceptional analytical skills, strong quantitative capabilities, excellent communication, and full professional fluency in Portuguese and English are required.