SlipstreamJobs tracks this role from the company's public career site. Apply directly on the employer's site.
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 General Catalyst.
We are seeking a Risk Modeling Lead to strengthen Clara's credit risk capabilities and drive business resilience and growth. This role leads the design and implementation of predictive credit risk models, working cross-functionally with Operations, Finance, and Data teams to shape credit strategy and ensure data-driven decision-making.
Key responsibilities include:
- Leading development and maintenance of regulatory and strategic risk models, including expected credit loss (ECL) methodologies
- Supporting portfolio performance and credit strategies with robust data analysis
- Driving innovation in credit risk analytics to enhance underwriting and monitoring frameworks
- Monitoring model performance, proposing recalibrations, and coordinating model updates across teams
- Overseeing Risk MIS: monitoring risk policies, portfolio trends, and key credit metrics
- Translating data into actionable insights to inform leadership and business decisions
- Implementing process improvements for greater scalability, transparency, and accuracy
The ideal candidate brings deep expertise in credit risk modeling, statistical analysis, and regulatory frameworks. You should have experience building and validating predictive models, strong technical skills (Python, SQL, statistical tools), and the ability to communicate complex concepts to non-technical stakeholders. Experience in fintech, banking, or lending is highly valued.
