Credit Risk Expert (Experto/a en Riesgo de Credito) – Remote
Confirmed live in the last 24 hours
Clara
Job Description
Ready to accelerate your career?
Clara is the fastest-growing company in Latin America. We've built the leading solution for companies to make and manage all their payments. We already help over 20,000 large and growing businesses operate with agility and financial clarity through locally issued corporate cards, bill pay, financing, and a powerful B2B platform built for scale.
Clara is backed by some of the most successful investors in the world, including top regional VCs like monashees, Kaszek, and Canary, and leading global funds like Notable Capital, Coatue, DST Global Partners, ICONIQ Growth, General Catalyst, Citi Ventures, SV Angel, Citius, Endeavor Catalyst, and Goldman Sachs - in addition to dozens of angel investors and local family offices.
We’re building the financial infrastructure that powers high-performing organizations across the region. We invite you to join us if you want to be part of a fast-paced environment that will accelerate your career and support you to do some of the best work of your life alongside a passionate and committed team distributed across the Americas.
What you'll do
We're looking for a Credit Risk Expert to help shape how Clara manages and scales credit risk across Latin America. You'll work closely with a high-performing team of risk specialists, data scientists, and business partners to build predictive credit risk models and drive portfolio-level risk management.
This role is not focused on individual credit analysis or financial operations. Instead, you'll think at the portfolio level — identifying trends, stress-testing frameworks, and ensuring our credit risk strategies are robust, scalable, and data-driven. Your work will directly impact the health of Clara's credit portfolio and the company's long-term resilience.
Your key responsibilities
- Build, validate, and maintain credit risk models including PD (Probability of Default), LGD (Loss Given Default), EAD (Exposure at Default), and ECL (Expected Credit Loss)
- Own the Credit Risk MIS: monitor portfolio-level KPIs, track delinquency trends, vintage curves, roll rates, and risk concentrations
- Design and execute model monitoring, backtesting, and recalibration routines to ensure model performance over time
- Develop and continuously improve credit risk scorecards and decision frameworks that support automated, scalable lending decisions
- Translate complex portfolio risk data into clear insights and recommendations for senior leadership
- Collaborate with Data, Product, and Operations teams to align credit risk strategies with broader business priorities
- Ensure compliance with credit loss provisioning standards and internal model governance frameworks
- Design and execute credit line management strategies: credit limit increase (CLI) and decrease (CLD) campaigns, proactive limit reviews, and exposure optimization across the portfolio
- Define segmentation criteria and risk-based rules for credit line campaigns, balancing growth and risk appetite
- Drive innovation in predictive analytics and risk reporting to support data-driven decision-making at scale
Who you are
We're looking for someone who meets the minimum requirements to be considered for the role. The preferred qualifications are a bonus, not a requirement.
Must haves
- Academic background in Actuarial Science, Mathematics, Statistics, Computer Science, or a related quantitative field
- Proven experience in credit risk management — specifically in portfolio risk analysis, credit risk modeling, and risk indicators (PD, LGD, EAD, ECL, vintage analysis, roll rates)
- Hands-on experience with SQL
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