Credit Risk Expert

Turn portfolio signals into credit risk management decisions for Clara across 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.
• •Key Responsibilities 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 Requirements 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