Credit Risk Expert (Experto/a en Riesgo de Crédito) - Hybrid
Credit Risk Expert – Latin America
This role in one line
You'll live in the data — SQL, Python, models, and strategy — turning portfolio signals into decisions that directly shape how Clara grows and manages risk across Latin America.
This is an individual contributor role with no direct reports. The impact here comes from your own hands and your own thinking, not from managing others. If that excites you, keep reading.
What you'll do
You'll be deep in the data every single day. This means writing complex queries, building and maintaining credit risk models, and turning portfolio signals into concrete strategies — all by yourself, not through a team.
Write and maintain SQL and Python code daily to analyze portfolio behavior, delinquency trends, vintage curves, roll rates, and risk concentrations
Support the built, validation and recalibration of credit risk models: PD, LGD, EAD, and ECL
Own the Credit Risk MIS end to end — you build it, you maintain it, you improve it
Design and execute credit line management strategies (CLI/CLD campaigns, proactive limit reviews, exposure optimization) — from the data pull to the recommendation
Develop credit strategies and decision frameworks that feed directly into automated lending decisions
Use AI tools and workflow automation to improve how risk processes run — you'll be expected to experiment and build, not just observe
Translate your own analysis into clear insights for senior leadership
Ensure compliance with provisioning standards and model governance frameworks
Who you are
Must haves
Academic background in Actuarial Science, Mathematics, Statistics, Computer Science, or a related quantitative field
Proven hands-on experience in portfolio-level credit risk: PD, LGD, EAD, ECL, vintage analysis, roll rates
You write SQL and Python (or R) every day — this is non-negotiable
Experience designing credit line management strategies: CLI/CLD campaigns, limit reviews, exposure control
Strong data visualization skills
Experience in Latin American credit markets
English fluency
You love operating and being strategic at the same time
Nice to haves
Experience in fintech or high-growth environments
Exposure to credit card and payments ecosystems
Familiarity with Latin American regulatory frameworks for provisioning
Hands-on experience with AI tools: workflow automation (e.g. n8n), AI agents, or chatbots applied to risk processes
Experience supporting financial audits
Important: This role is 100% focused on portfolio-level credit risk and quantitative modeling. Profiles from product management, capital markets, liquidity risk, or individual credit underwriting (case-by-case) do not meet the requirements.