Model Risk Management Lead, Machine Learning

Stack

Responsibilities

• ▹Independently challenge ML models used for credit underwriting, credit risk, and/or fraud detection through validation and ongoing monitoring
• ▹Identify model weaknesses and improvement opportunities
• ▹Collaborate with model owners to remediate validation findings
• ▹Partner cross-functionally to implement and maintain the MRM framework
• ▹Partner with Internal Audit, Internal Controls, and Compliance for timely audit/regulatory resolution

Requirements

• ▹4-6 years professional experience in related technical areas (model development, model validation, data science)
• ▹Deep, broad knowledge in ML modeling, credit underwriting, credit risk management, and/or fraud detection
• ▹Proven ability with script languages (Python) and large-scale datasets (SQL)
• ▹Extensive experience with ML platforms/frameworks (scikit-learn, pyspark) and cloud-based environments
• ▹BS, MS, or PhD in a quantitative field (Math, Data Science, Computer Science)
• ▹Detail-oriented, curious about data/models/algorithms, strong critical thinking
• ▹Extraordinary interpersonal and communication skills

Soft skills

What we offer

• ▹100% subsidized medical, dental and vision coverage
• ▹Monthly stipends for health, wellness and tech spending
• ▹Potential equity rewards

About the company

Affirm's Enterprise Risk & Internal Audit department protects the company's operations and long-term success: internal audits, regulatory assurance, fraud prevention, crisis planning.