Stress Testing and Model Validation Specialist | Risks

Brazil | Oct. 20, 2026

Report as Closed

Company: C6 Bank

Country: Brazil

Type: Onsite

Employment: Full-time

Description:

Our Template Risk area

In the Model Risk area, contributing to strengthening the governance and effectiveness of the institution's model risk management processes. The selected person will have a fundamental role in identifying, evaluating and monitoring the risks associated with the use of statistical, mathematical and machine learning-based models, used in different areas of the organization. This position involves collaborative work with the areas of Modeling, Risk, Capital, Fraud, among others, aiming to ensure adherence to regulatory standards (national and international) and internal policies. It will also be responsible for supporting the development, validation and improvement of methodologies, indicators and reports that ensure the responsible and transparent use of models throughout their life cycle.

Your activities as CSixer

Responsible for developing, improving and executing the Risk Stress Test structure, as well as acting in the Independent Validation of Models, ensuring the adequate identification and prospective assessment of risks, the robustness of the quantitative methodologies used by the Institution and adherence to regulatory requirements and internal policies. Coordinate and execute the Stress Test process, covering the definition of scenarios, assumptions, methodologies, projections, consolidation of results and preparation of reports;
Develop and review macroeconomic and idiosyncratic scenarios, considering severe but plausible events and the main risk factors to which the Institution is exposed;
Evaluate the impacts of the scenarios on credit risk, market risk, IRRBB, liquidity risk, operational risk and other material risks of the Institution;
Prepare executive analyzes and materials for presentation to the Board, Risk Committee and Board of Directors;
Ensure the quality, consistency and traceability of the databases, assumptions, methodologies and results used in the process;
Maintain technical documentation and evidence of the processes, methodologies, models, assumptions and decisions related to Stress Testing;
Perform independent validation of risk models, observing the necessary segregation between development, use and validation activities;
Evaluate the conceptual and methodological adequacy of the models, including assumptions, statistical methodology, segmentation, variable selection, sampling criteria, data treatments and limitations;
Evaluate the quality, integrity, completeness and representativeness of the databases used in the development, calibration and monitoring of the models;
Evaluate the performance and predictive capacity of models through quantitative tests, including backtesting, benchmarking, stability analysis, discrimination, calibration and other metrics applicable to each methodology;
Identify limitations, weaknesses and risks of the models, classifying the findings according to their materiality and impact;
Issue independent technical opinions containing conclusions on the suitability of models, recommendations, conditions and, when applicable, restrictions for their use;
Participate in template governance forums, presenting validation results and supporting decisions related to the approval, implementation, change, monitoring or discontinuation of templates.

Requirements and experience

Complete degree in Statistics, Mathematics, Economics, Engineering, Actuarial Science, Administration or related field;
Relevant experience in Stress Testing, Model Validation, Model Risk or Modeling;
Solid knowledge of statistics, econometrics, quantitative modeling and model validation techniques;
Knowledge of integrated risk management, analysis of macroeconomic scenarios, financial projections and prudential indicators;
Experience with model evaluation metrics, such as backtesting, calibration, stability, discrimination, benchmarking and sensitivity analysis;
Knowledge of Excel and experience with Python and SQL;
Ability to prepare technical documentation, validation opinions and executive materials;
Availability to work in person in the central region of São Paulo (Av. 9 de Julho).

Our benefits

Meal Voucher;
Vale-Alimentação;
Plano de saúde e odontológico;
Auxílio-Creche;
Seguro de Vida;
WellHub | TotalPass;
Conexa | Psicologia Viva - Terapia online sem custo;
Carbon Academy;
Cartão C6 Carbon;
Carbon Spa - Salão de beleza localizado em nosso escritório;
Carbon Care - Ambulatório localizado em nosso escritório;
Sala de amamentação;
Empresa Cidadã - Prorrogação do prazo da licença-maternidade e licença-paternidade;
Bicicletário;
Vestiário;
Van corporativa;
Espaço de convivência - Videogame, mesa de sinuca, playball, churrasqueira, chopeira, lanchonete, diversos locais de descanso, redes, cesta de basquete e horta colaborativa e orgânica.

C6 BANK

FOR AN EXTRAORDINARY LIFE

We serve individuals, MEIs and SMEs in all states in Brazil. Without physical branches, we offer more than 90 financial products and services tailored to all customer profiles.

We are located in São Paulo/SP and we have more than 3,000 CSixers who are always at a mile a minute. In just over five years, we have won many awards and recognition.

At C6 Bank, we believe that diversity drives innovation and strengthens our work environment. Therefore, we promote an inclusive culture that values equity and guarantees opportunities for all people, regardless of race, color, age, creed, disability, nationality, marital status, sexual orientation, gender identity or expression. Here, everyone is welcome to be who they are.

Check out more information in the video below:

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