Senior Risk Analyst
CurrentBanco do Brasil is one of the largest financial institutions in Brazil and Latin America. Founded in 1808, the bank offers a wide range of financial services. With more than 5,000 branches across the country, Banco do Brasil is present in most Brazilian cities. It employs approximately 100,000 people. In recent years, Banco do Brasil has stood out for its financial solidity and technological innovation, always striving to improve the customer experience and contribute to the country’s economic development.In 2023, Banco do Brasil was named the world’s most sustainable bank for the fourth time by Corporate Knights.I work in model validation management in the second line of defense.Role:Responsible for validating a people analytics model that impacted 60,000 employees. The analysis involved database testing, cross-validation, model performance, and discriminatory bias.* Validation of risk models for discriminatory bias (race, gender, age, etc.)* Responsible for validating business models (Python, R, SAS, Spark, H2O, IBM Cloud Pak for Data, Databricks)* Validation of fraud detection and money laundering models* Development of tools for test automation, with automated validations in Python, defining parameters and applying approximately 50 tests in regression, classification, and NLP models* Responsible for the implementation of the validation pipeline* Monitoring models in the second line of defense* Product Owner for the development of an AI model analysis engine (MAIA)
