Rodrigo Machado Costa

Credit & Pricing Leader | Strategy & Operations, Data & AI | Business & Operating Model Transformation

Credit Risk · Pricing · Consumer and Commercial Credit · Portfolio Management · Strategy & Operations · Data & AI Automation · Machine Learning and Data Engineering

Credit, Pricing, Data Science & AI Leader with over 15 years of experience transforming complex, unstructured problems into scalable strategies, products, processes and platforms. Operates at the intersection of Strategy & Operations, quantitative modeling, data and technology, combining executive perspective with technical depth to diagnose performance, define strategies, develop models and policies, redesign operations and customer journeys, and scale decisioning.

• Strategy & Business Operations: Translates strategic challenges and unstructured problems into analysis, priorities and execution plans. Experience spans performance diagnostics and root cause identification through the design of operating models, customer journeys, processes, KPIs and roadmaps, combining analytics, automation and technology to capture growth opportunities, eliminate inefficiencies, reduce revenue leakage and improve business profitability.
• Credit and Pricing Strategy, Policy and Decision Science: Designs and industrializes strategies, policies and decision processes, translating analytical models, risk appetite, growth and profitability objectives, business rules and governance requirements into scalable decisions.
• Credit Strategy & Portfolio Analytics: Design and execution of policies across the full customer lifecycle, from origination to limit management and early intervention strategies. Experience with credit scores, ratings, risk appetite, approval rates, risk migration, vintages, expected loss, FPD, utilization, concentration, and stress and scenario analysis, linking risk, growth, and profitability.
• Machine Learning and Quantitative Modeling: Development and application of models for rating, PD/LGD/EAD, provisioning, sector risk, scoring, segmentation, propensity and forecasting, using transactional, internal, bureau and SCR/Bacen data. Experience with feature engineering, supervised and unsupervised models, performance assessment, explainability, governance and integration of outputs into business policies and decisions.
• Decision Platforms & Model Industrialization: Modernization and scaling of Credit and Pricing decisions through APIs, decision engines, and Databricks, connecting data, features, models, and policies to the production environment. Experience with MLOps, including pipelines, versioning, testing, deployment, performance and stability monitoring, observability, traceability, and quality controls throughout the model and strategy lifecycle.
• Generative Artificial Intelligence & Agentic AI: Leadership and development of solutions using GenAI, RAG, and AI agents for policy interpretation, structured and unstructured data analysis, simulations, workflow automation, and support for Credit and Pricing decisions. Experience with LLMOps and AI Governance, including response evaluation, observability, traceability, quality controls, human in the loop, and Responsible AI practices.
• Technical Leadership & Hands on Execution: Combination of senior leadership and practical execution in policy modeling, analytical validation, feature engineering, decision flow design, solution architecture, APIs, decision engines, data pipelines, and prototyping, working directly with data scientists, ML engineers, data engineers, and software engineers.
• Leadership & Executive Influence: Building and leading multidisciplinary teams, while partnering with C suite executives and executive forums to translate quantitative analysis, risk, and technology topics into business decisions, align priorities, and negotiate trade offs across Risk, Product, Commercial, Operations, Data, and Technology.
• Products, Segments and Customer Journeys: Broad experience across Retail, SME and Corporate Banking, combining product expertise with analytics, risk, pricing and technology. Experience spans Trade Finance & Services, working capital, receivables financing, merchant acquiring, personal and payroll loans, cards and investments, with experience designing and improving commercial and customer journeys across origination, simulation, pricing, decisioning and portfolio management.