Underwriting/Credit Model Risk Senior Manager - Machine Learning

Affirm is seeking a senior quantitative leader to manage Model Risk Management for underwriting and credit models. This role combines hands-on machine learning validation with team leadership in a remote US position, overseeing Affirm's critical credit risk framework.

About the Role

You'll lead the Model Risk Management (MRM) team's underwriting and credit risk validation sector—the cornerstone of Affirm's risk governance. This position balances strategic team leadership with deep technical involvement, requiring you to personally validate complex machine learning models while guiding your team's work across the credit risk domain. You'll shape Affirm's model risk framework and ensure all credit and underwriting models meet rigorous standards for accuracy, stability, and regulatory compliance.

Responsibilities

• Lead, mentor, and manage a team of quantitative professionals; set strategic direction for underwriting and credit risk validation
• Execute independent, rigorous validations of sophisticated machine learning models used in underwriting and credit risk management
• Assess conceptual soundness, data integrity, and performance stability through comprehensive testing and continuous monitoring
• Identify model weaknesses and gaps; collaborate with model owners and developers to track remediation of validation findings
• Partner with cross-functional teams to build and refine the enterprise Model Risk Management framework
• Coordinate with Accounting, Internal Controls, and Compliance to ensure model governance meets internal standards and regulatory requirements

Requirements

The ideal candidate has proven experience in model risk management, machine learning validation, or quantitative risk roles. You should demonstrate strong expertise in credit risk modeling, statistical analysis, and the ability to evaluate complex ML systems. Leadership experience managing technical teams is required. A background in financial services, credit underwriting, or regulated environments is strongly preferred.

Benefits

Remote position available across the US.