Model Risk Management Lead, Machine Learning

We're looking for an intelligent, driven professional to join our Model Risk Management (MRM) team. This team seeks to establish, maintain and oversee an effective MRM framework to identify, quantify, monitor, mitigate and report on model risk throughout the company. You will have an outstanding opportunity to work cross-functionally to develop a profound understanding of models that drive critical business decisions, and add value to the company by mitigating risks due to ineffective model design or model misuse.

Perform independent challenges of machine learning models used for credit underwriting, credit risk, and/or fraud detection through thorough validation and ongoing monitoring

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

Employees new to Affirm typically come in at the start of the pay range . Affirm focuses on providing a simple and transparent pay structure which is based on a variety of factors, including location, experience and job-related skills. Base pay is part of a total compensation package that may include equity rewards, monthly stipends for health, wellness and tech spending, and benefits (including 100% subsidized medical coverage, dental and vision for you and your dependents.)

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