There should be an o-ring seated in a groove inside the clear bottom filter housing where it meets the upper white filter housing.
It should be in the area circled in red.
If there isn't an o-ring there, then check the packaging it came in ... and the floor around the area you worked ... to make sure it didn't fall out while you were putting in the filter.
If you do still see it in there, then take it out and inspect it to make sure it doesn't have any splits, pinches or gouges in it.
When you remove the clear housing, it you don't see it sitting in its groove, then check to make sure it didn't stick to the lip of the white housing.
While you have it apart, wipe the o-ring clean, wipe its seat in the clear housing clean, and wipe the upper white housing clean. If there is any grit or debris on it, or in its seats, it could be enough to cause a tiny leak.
And when you put it back together, just hand tighten the housing. Then use the wrench to 1/8 to 1/4 of a turn ... just enough to make sure it's snug. If you try to tighten down extremely tight, it could pinch or crush the ring enough to deform it ... and cause a leak.
Let us know what you find.