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Clara is a fast-growing fintech company in Latin America providing payment solutions, corporate cards, bill pay, and financing to over 20,000 businesses. The company is backed by top-tier investors including Kaszek, Monashees, Coatue, and Goldman Sachs.
As a Credit Risk Expert, you will be an individual contributor (no direct reports) working deep in data and quantitative modeling to shape Clara's credit risk strategy across Latin America. You will own portfolio-level credit risk analysis and decision-making end-to-end.
Key responsibilities include:
- Write and maintain SQL and Python code daily to analyze portfolio behavior, delinquency trends, vintage curves, roll rates, and risk concentrations
- Build, validate, and recalibrate credit risk models (PD, LGD, EAD, ECL)
- Own the Credit Risk MIS (Management Information System) end-to-end—building, maintaining, and improving it
- Design and execute credit line management strategies (CLI/CLD campaigns, proactive limit reviews, exposure optimization) from data analysis to recommendation
- Develop credit strategies and decision frameworks that feed into automated lending decisions
- Leverage AI tools and workflow automation to improve risk processes
- Translate analysis into clear insights for senior leadership
- Ensure compliance with provisioning standards and model governance frameworks
Required qualifications:
- Academic background in Actuarial Science, Mathematics, Statistics, Computer Science, or related quantitative field
- Proven hands-on experience in portfolio-level credit risk (PD, LGD, EAD, ECL, vintage analysis, roll rates)
- Daily proficiency in SQL and Python (or R)—non-negotiable
- Experience designing credit line management strategies
- Strong data visualization skills
- Experience in Latin American credit markets
- English fluency
- Ability to operate strategically while executing tactically
Nice-to-have skills include fintech or high-growth environment experience, exposure to credit card and payments ecosystems, familiarity with Latin American regulatory frameworks, hands-on experience with AI tools and workflow automation, and experience supporting financial audits.
This role is 100% focused on portfolio-level credit risk and quantitative modeling. Candidates from product management, capital markets, liquidity risk, or individual credit underwriting are not a fit.
