Rodrigo Machado Costa

Specialist in Retail & SME Lending | System, Process and Operating Model Transformation using AI

Credit Risk · Pricing · Retail and Corporate Lending · Portfolio Management · Data & AI · Products, Operations, and Journeys · Machine Learning and Data Engineering · RAG, AI Agents, and AI-Powered Automation · Financial Services

Transformation, Products, Platforms, Data & AI Leader with over 15 years of experience at the intersection of business strategy, engineering and data science. Combines executive vision with technical depth to develop policies, customer journeys, products and scalable solutions, delivering measurable impact on revenue, efficiency and decision quality.

• Credit Risk and Pricing Strategy and Operating Model: Design and industrialization of credit decisioning processes and platforms, translating risk appetite, business objectives, governance requirements, business rules, performance indicators and portfolio priorities into scalable execution.
• Credit Decisioning and Automation: Modernization of credit and pricing workflows through APIs, decision engines, Databricks, PySpark and automation, reducing implementation timelines from weeks to days. Experience with pipelines, version control, DevOps, testing, monitoring and traceability.
• Credit Risk Strategy and Credit Portfolio Management: Design and execution of policies throughout the customer lifecycle, from acquisition to limit management and preventive strategies. Experience with credit scores, ratings, expected loss, risk appetite, approval rates, first payment default, vintages, delinquency, losses, utilization, concentration and the link between risk decisions, growth and profitability.
• Machine Learning and Governance for Credit Risk and Pricing: Development of models for credit ratings, provisioning, sector risk, segmentation and propensity, using internal data, credit bureau information and SCR/Bacen data, combining analytical rigor, model governance, regulatory compliance and alignment between risk and business objectives.
• Generative Artificial Intelligence: Led production GenAI, RAG and AI agent solutions for policy interpretation, data analysis, simulations, automation and support for credit and pricing decisions.
• Data, Model and AI Infrastructure: Helped build MLOps and LLMOps capabilities, including observability, data governance, model and LLM evaluation and monitoring, traceability and Responsible AI practices.
• Cross Functional Transformation: Integrated Channels, Products, Operations, Data and Technology to simplify processes, strengthen controls, standardize decisions and drive change.
• Operations Transformation: Led the redesign and digitization of end to end Trade Finance journeys, covering origination, onboarding, processing, settlement and reconciliation. Implemented solutions that simplified workflows, strengthened controls and improved the customer journey.
• Hands On Execution in Credit, Data and Modeling: Combination of senior leadership with hands on involvement in policy and workflow design, analytical validation, solution architecture, APIs, decision engines, data pipelines, technical prioritization and prototyping in collaboration with engineers and data scientists.
• Executive Communication and Stakeholder Management: Partnered with C Leves and senior leaders, translating complex topics, aligning priorities, negotiating trade offs and driving decisions in executive forums.