Credit Risk Expert – Latin America 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 comes from your own hands and your own thinking, not from managing others. What you’ll do Write and maintain SQL and Python code daily to analyze portfolio behavior, delinquency trends, vintage curves, roll rates, and risk concentrations Support the building, 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’re 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 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. What we offer Competitive salary and stock options (ESOP) from day one Multicultural team with daily exposure to Portuguese, Spanish, and English (our corporate language) Annual learning budget and internal accelerated development paths High‑ownership environment: we move fast, learn fast, and raise the bar — together Smart, ambitious teammates — low ego, high impact Flexible vacation and hybrid work model focused on results #J-18808-Ljbffr