Role OverviewWe're looking for a Risk Modeling Lead to strengthen Clara’s credit risk capabilities and contribute directly to business resilience and growth. You’ll lead the design and implementation of predictive credit risk models, working cross-functionally with Operations, Finance, and Data teams.
What You Will Do
Your responsibilities will include leading the development and maintenance of regulatory and strategic risk models, supporting portfolio performance and credit strategies with robust data analysis, driving innovation in credit risk analytics, and translating data into actionable insights to inform leadership and business decisions.
Why It Might Be a Fit
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.
Requirements
- Academic background in Actuarial Science, Computer Science, Mathematics, Statistics, or a related field
- Proven experience in credit risk management in Latin American markets
- Advanced skills in SQL and data visualization
- Experience managing the full lifecycle of risk models, from development to backtesting
- Strong grasp of predictive analytics, risk methodologies, and regulatory compliance
- Deep commitment to data integrity and hands-on experience with large financial datasets
- Fluency in English
- Ability to lead cross-functional projects and communicate clearly with senior stakeholders
Benefits
- Competitive salary
- Stock options (ESOP) from day one
- Multicultural team with daily exposure to Portuguese, Spanish, and English
- Annual learning budget
- Flexible vacation
- Hybrid work model focused on results
- Smart, ambitious teammates — low ego, high impact
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