Banco BV: A Brazilian retail and wholesale bank

Problem

Keep regulatory-capital calculations and risk models auditable and reproducible under supervisory scrutiny.

Role

Senior data scientist on regulatory capital, model governance, and market risk.

Approach

SAS automation of controls and analytical routines, review of assumptions and methodologies, model documentation and data lineage, and monitoring of market exposures.

Impact

Supported the bank’s regulatory audit with analytical validation, evidence, and model documentation, and made capital calculations easier to trace and reproduce.

Lessons

A model nobody can reproduce will not pass an audit, however good it is.

Employers are named and consulting clients stay anonymized. Company-level figures such as portfolio size, GMV or delinquency show the context of the period in which the work took place.