Risk Analytics Lead

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.

Clara is looking for a Risk Analytics Lead to own the analytical engine of our Risk function globally. This role sits within the Risk team and is responsible for three interconnected domains: building and maintaining the risk models and scorecards that power credit decisions across our markets; owning Clara's Model Risk Management (MRM) framework; and acting as the Risk team's lead designer for our risk data infrastructure, working hand-in-hand with the Data team on its implementation.

This is a high-impact, cross-functional role for someone who combines deep technical expertise in risk modeling with the judgment to govern model risk and the communication skills to bridge Risk, Data, and senior leadership.

What you'll do

Risk Modeling

• Design, develop, and maintain the full suite of risk models across the credit lifecycle — scorecards, probability of default (PD), loss given default (LGD), exposure at default (EAD), expected credit loss (ECL), and behavioral models
• Own model backtesting, performance monitoring, and recalibration processes; ensure models remain fit for purpose as portfolio composition and macroeconomic conditions evolve
• Develop and maintain early warning indicators, portfolio segmentation, and concentration risk analytics
• Translate model outputs into actionable credit strategy inputs for Credit Policy and Portfolio Management teams

Model Risk Management (MRM)

• Design and own Clara's MRM framework: model inventory, model risk classification, validation standards, and model risk appetite
• Define and enforce model governance processes — development standards, independent validation, approval workflows, and ongoing review cadences
• Act as internal challenger on all risk models; ensure models are documented, explainable, and auditable
• Establish thresholds for model risk escalation and lead remediation when models breach performance benchmarks

Risk Data Infrastructure (Design)

• Partner with the Data Engineering team as the Risk domain expert and architecture co-designer for the risk data infrastructure
• Define business and analytical requirements for risk data pipelines, feature stores, and reporting layers; ensure the infrastructure supports both real-time decisioning and portfolio analytics needs
• Drive adoption of robust data standards within the Risk function — lineage, quality controls, and documentation
• Translate Risk's analytical roadmap into concrete data infrastructure requirements; prioritize with the Data team based on business impact

Leadership & Stakeholder Management

• Build and manage a lean, high-performing Risk Analytics team; define hiring needs and grow the function as Clara scales
• Work closely with Credit Policy, Credit Desk, Portfolio Management, and Compliance — act as the technical partner that turns risk strategy into quantified models
• Present model performance, MRM status, and analytical insights to senior leadership and, when relevant, to regulators
• Champion a data-driven culture within Risk; define standards for analytical rigor and model documentation across the team

Who you are

Must haves

• Academic background in Statistics, Mathematics, Actuarial Science, Engineering, Economics, or a related quantitative field
• 7+ years of experience in credit risk analytics, with hands-on ownership of the full model lifecycle — from development and validation to production monitoring and recalibration
• Demonstrated experience build