Model Risk Management Lead, Machine Learning

Affirm seeks a Model Risk Management Lead for its Machine Learning team, based remotely in Canada. This role sits within Enterprise Risk & Internal Audit, a department responsible for identifying, assessing, and monitoring risk across the business through internal audits, regulatory assurance, fraud prevention, and crisis planning. You will establish and oversee the company's model risk management framework, validating machine learning models that support critical business decisions in credit underwriting, credit risk, and fraud detection.

Responsibilities

• Perform independent validation and ongoing monitoring of machine learning models used for credit underwriting, credit risk assessment, and fraud detection
• Identify model weaknesses and recommend improvements
• Work with model owners to address and remediate validation findings
• Help implement and maintain the company's model risk management framework across functions
• Coordinate with Internal Audit, Internal Controls, and Compliance to resolve audit and regulatory requests on schedule

Requirements

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

Benefits

• Pay Grade M
• Equity compensation