Sistema Fibra
Sistema Fibra
1,001 – 5,000 Employees
B2BEducationNon-profit
Sistema Fibra is a Brasília-based civic organization that supports Brazil’s industrial sector and entrepreneurial ecosystem. Through representation, education, professional training, and institutional support, it brings together organizations such as Sesi, Senai, and IEL to strengthen industry, develop talent, and improve opportunities for workforce and business growth.

Remote Master’s Fellow in Credit Risk, LGD, RWA and SQL/Python

Master’s fellow developing quantitative credit-risk models covering LGD, capital/RWA, pricing, and collateral using SQL and Python. The role supports pilot projects for industrial innovation through IEL’s Inova Talentos partnership.

Description

  • Convert collateral data into economic and risk variables
  • Assess how collateral sufficiency, excess release, and collateral baskets influence credit decisions
  • Develop business rules for capital, LGD, recovery, credit-limit, and pricing simulations
  • Help prioritize pilots according to their economic value
  • Validate indicators and assumptions with capital, risk, and credit specialists
  • Build quantitative business cases for pilot initiatives
  • Contribute to an innovation project delivered with Inova Talentos

Requirements

  • A completed master’s degree
  • A degree in finance, economics, engineering, statistics, applied mathematics, actuarial science, quantitative business administration, data science, or a related discipline
  • Knowledge of credit risk
  • Knowledge of loss given default (LGD)
  • Knowledge of recovery analysis
  • Knowledge of capital and RWA
  • Knowledge of pricing
  • Knowledge of risk appetite
  • Knowledge of credit limits
  • Knowledge of financial simulation
  • Knowledge of portfolio analysis
  • Knowledge of scenario modeling
  • Proficiency in SQL and Python
  • Ability to interpret business and regulatory rules
  • Experience delivering projects involving financial collateral, preferably in production
  • Demonstrated measurable outcomes
  • Technical or scientific publications, or related intellectual property registrations, are desirable

Benefits

  • BRL 9,000.00 fellowship stipend
  • Potential fellowship renewal or transition to permanent employment
  • Remote work
  • Availability for 40 hours per week

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