I wouldn't establish a Roth IRA with Lending Club, for three reasons.
1) It is a very risky endeavor (like investing in any new start-up)
2) the Roth space is very precious
3) you can't benefit from tax-loss harvesting in non-taxable accounts
I'm not against Lending Club if you can appreciate the risks, I personally have an account, and the rates are tantalizing, but it isn't a very mature business and there are all sorts of risks. Bankruptcy risk for Lending Club and Political risk (they can't afford the money on Lobbyists that banks can) mean this business may not be around in 10 years. My hunch is that if Lending Club were to file for bankruptcy at some point, alot of people would skip out of paying back the money, and you'd lose that tax advantaged space forever.
For this reason, I only invest in index funds in my roth space. Leave more risky assets, like stock in individual companies or volatile sectors to taxable accounts, so if they crash, at least you can tax loss harvest.
http://www.bogleheads.org/wiki/Tax_Loss_Harvesting