Model Risk Management Lead, Machine Learning

Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without any hidden fees or compounding interest.

The Model Risk Management (MRM) team establishes, maintains, and oversees an effective MRM framework to identify, quantify, monitor, mitigate, and report on model risk throughout the company.

• Perform independent challenges of machine learning models used for credit underwriting, credit risk, and/or fraud detection through thorough validation and ongoing monitoring
• Identify model weaknesses and opportunities for improvement
• Collaborate with model owners to remediate model validation findings
• Partner cross-functionally to implement and maintain the company’s MRM framework
• Partner with Internal Audit, Internal Controls, and Compliance to ensure timely resolution of audit and regulatory requests

• 4-6 years of professional experience in related technical areas such as model development, model validation, data science
• Deep and broad knowledge and experience in machine learning modeling, credit underwriting, credit risk management, and/or fraud detection and fraud risk management
• Proven ability to work with script languages(e.g., Python) and large-scale dataset (e.g., SQL)
• Extensive experience with machine learning platforms and frameworks (e.g., scikit-learn, pyspark) and cloud-based coding environments and databases
• BS, MS, or PhD in a quantitative field such as Math, Data Science, Computer Science
• Oriented toward detail, curious about data/models/algorithms, skilled at critical thinking and problem solving
• Extraordinary interpersonal and verbal/written communication skills

USA base pay range (CA, WA, NY, NJ, CT) per year: $185,000 - $245,000; USA base pay range (all other U.S. states) per year: $164,000 - $224,000. Pay Grade - M, Equity Grade - 8.

• Health care coverage - Affirm covers all premiums for all levels of coverage for you and your dependents
• Flexible Spending Wallets - generous stipends for spending on Technology, Food, various Lifestyle needs, and family forming expenses
• Time off - competitive vacation and holiday schedules
• ESPP - An employee stock purchase plan enabling you to buy shares of Affirm at a discount

Apply via the Greenhouse link.