Model Risk Management Lead, Machine Learning

Affirm seeks a Model Risk Management Lead for its Enterprise Risk & Internal Audit department, based remotely in the US. You will establish, oversee, and maintain the company's model risk management framework, conducting independent validation and ongoing monitoring of machine learning models that support credit underwriting, credit risk assessment, and fraud detection. This role works cross-functionally to identify and quantify model risk, ensure effective control design, and support regulatory compliance and responsible business growth.

Responsibilities

• Perform independent validation and ongoing monitoring of machine learning models used in credit underwriting, credit risk, and fraud detection
• Identify model weaknesses and recommend improvements to model design and implementation
• Collaborate with model owners to address and remediate validation findings
• Develop, implement, and maintain the company's model risk management framework across the organization
• Partner with Internal Audit, Internal Controls, and Compliance teams to resolve audit findings and regulatory requests in a timely manner

Requirements

• 4–6 years of professional experience in model development, model validation, or data science
• Advanced knowledge of machine learning modeling, credit underwriting, credit risk management, or fraud detection and fraud risk management
• Proficiency with Python or other scripting languages
• Experience with SQL and large-scale datasets
• Hands-on experience with machine learning platforms and frameworks such as scikit-learn or PySpark
• Experience with cloud-based coding environments and databases
• Bachelor's degree, Master's degree, or PhD in a quantitative field (Mathematics, Data Science, Computer Science, or related discipline)

Benefits

• Pay Grade M
• Equity Grade 8