Risk Manager

Clearbanc co-founders Michele Romanow and Andrew D’Souza knew there had to be a better way to fund your business than staking your house or sacrificing ownership of your company. 

Michele and Andrew deeply understand the pains of building a business; Michele bootstrapped five companies, one which was acquired by Groupon, and sits on the other side of the table as a judge on “Dragon’s Den,” Canada’s equivalent of “Shark Tank.” Andrew, meanwhile, has raised hundreds of millions of dollars for multiple startups and is an investor and advisor to many others. 

They've seen the broken funding process from all sides, and the idea for Clearbanc was inspired by their own experiences and struggles building companies and working with other entrepreneurs. 

Clearbanc has invested in thousands of companies using data science to identify high-growth funding opportunities. This data-driven approach takes the bias out of decision making. Clearbanc has funded 8x more female founders than traditional VCs, and has invested in 43 states in the US in 2019.


We're a company built by founders for founders, and we’re laser focused on our mission to help entrepreneurs succeed. You'll get the chance to work closely with people who have built, scaled and sold companies before. 
While we're obsessed with our vision, we don't take ourselves too seriously. We don’t know all the answers, so we’re constantly experimenting and learning together.

Clearbanc is going through an exciting growth phase. We’ve just closed a $300M round and we're looking for the right people to join #TeamClearbanc. This is a unique opportunity for an ambitious person looking to make an impact while getting exposure to fintech and learning what it takes to build a successful startup.


    • Share technical knowledge of models and validation strategies with team members and stakeholders.
    • Break down strategic problems, and analyze data and information to provide insights and recommendations.
    • Lead or support the maintenance, monitoring, measurement & reporting on the status of the portfolio. 
    • Develop validation strategies and plans to ensure appropriate testing and level of vetting of experiments 
    • Independently validate/test models and their associated assumptions and benchmarks; create supporting documentation against model vesting process, standards, guidelines and principles; assesses the data for model development as well as inputs to the model
    • Identify deficiencies and conditions for model use, recommend changes, escalate accordingly; quantify model risks, document outcomes and communicate with stakeholders.
    • Provide technical advice and guidance to assigned stakeholders on the implementation of the model vetting framework, and the resolution of model risk issues.
    • Scope out different tests and experiment frameworks for the data team to run. 
    • Monitor and track the performance of the portfolio; address any issues.
    • Scope out a framework and work with internal stakeholders in developing processes. 


    • Degree in Math, Statistics, Physics, Engineering, Finance or a similar quantitative discipline
    • PRM, FRM, or CFA designation is desired, but not required
    • Experience with credit loss forecasting/stress testing/capital models
    • Experience with modeling interest rate, FX, equity or credit risk is desirable                          
    • Extensive knowledge of asset risk based pricing. 
    • In-depth knowledge & experience with risk policy frameworks and testing frameworks.
    • Exceptional quantitative and analytical skills are required
    • Experience in interpreting large and complex enterprise level data sets, including validation, reconciliation and cleaning.
    • Programming skills (i.e. SAS, SQL, R, C++, Matlab, VBA, etc.).
    • An understanding of accounting requirements related to Financial Instruments
    • Communications skills demonstrated through the ability to write proposals, reports, presentations.
    • Strong industry knowledge in:
    • Credit Risk Management
      Market Risk
      Liquidity Risk Management
      Investment Management
    • Experience with RAROC, credit risk models, market risk models, model risk and concentration risk and model validation processes.
    • Experience with project management and process engineering.
    • 5+ years experience required.

We strongly encourage you to apply even if you meet some but not all of these requirements. If this is the case, please let us know what you bring to the table outside of this description and therefore why you think you'd be a great fit.

Check out our Instagram to see what life is like at #TeamClearbanc


Submit your resume, cover letter, and a short video telling us about yourself, why you’d be great and why you want the role. Resumes sent without a video will not be considered.

_ _ _ _ _

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status or other protected class.