First thing you want to do is walk in break in some cold winds and enjoy the Lust Climax.
and.. your time to enjoy Lust Climax is over, now you want to head over to the corner of the door:
Hop on top of it
And then... this is important.. BACK UP! You do NOT need to spam slide to get the clip and you do NOT need to rush. Back up, and then HOLD slide.
See the difference? You probably don't. After you slide you should end up in this position.
Once you are in that position, you press slide, don't hold it PRESS IT. This is vital so you don't fall of the map and die because you have no reaction time. Next you want to just move slightly forward and then jump up, you should end up like this:
You're welcome for the guide, have a great day or night.