Credit Risk Expert (Experto/a en Riesgo de Crédito) - Hybrid

Clara · Cidade do México / CMX / México; Toluca / MEX / Méxicomid

En corto

▸Experto en riesgo de crédito que transforma datos en decisiones estratégicas para crecimiento y control de riesgos en América Latina.
▸Trabajas solo: escribes código (SQL/Python), construyes modelos, gestionas informes y diseñas estrategias de límites de crédito desde cero.
▸Destaca que eres el único responsable de todo el proceso de riesgo crediticio, sin reportes directos.

English fluency

En ~1 minuto te damos: quién te entrevista, las preguntas probables con respuestas desde tu CV, y tu CV adaptado a esta vacante. Gratis, sin tarjeta.

¿Qué piden?

✓Formación en Ciencias Actuariales, Matemáticas, Estadística o Ciencias de la Computación.
✓Experiencia comprobada en riesgo crediticio a nivel de cartera: PD, LGD, EAD, ECL, análisis de vintage y tasas de deterioro.
✓Habilidades diarias en SQL y Python (o R).
✓Experiencia en diseño de estrategias de gestión de límites de crédito (CLI/CLD, revisiones proactivas).
✓Habilidades sólidas en visualización de datos.
✓Experiencia en mercados de crédito de América Latina.

¿No cumplís todo? Es lo normal — tu dossier gratis te dice qué gaps tenés y cómo cubrirlos en la entrevista.

SQLPythonPDLGDEADECLVintage AnalysisRoll RatesAI ToolsWorkflow Automation

¿A quién escribirle en Clara?

Tu dossier gratis identifica a las personas que te entrevistarían — con su background, qué valoran y cómo escribirles para destacar antes de aplicar.

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. 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 <

No apliques sin prepararte

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