Claymore Episode 11

He makes the Claymore girls and orders them around. There are a few of these guys, that one and Clare's at least

blondes have more fun

I had the exact same question...maybe something in the process of becoming Claymore changes them since Clare used to have brown hair...I don't know I'm just hypothesizin'

It's explained later, or at least in the manga, that the hair and eye color are both indeed side effects of the absorption of yomi cells. I haven't watched it all the way through yet, but in the manga, they make a big deal of it when one of the Claymores retains traces of her original hair color.
It makes it fun trying to read it since everyone has pretty much the same face so you have to rely on hairstyles to tell who's who :P