Fraud Model Risk Manager

Summary

Join Affirm's Model Risk Management (MRM) team as an intelligent and driven professional. You will establish, maintain, and oversee an effective MRM framework, identifying, quantifying, monitoring, mitigating, and reporting on model risk. This role involves collaborating cross-functionally to understand models driving critical business decisions and mitigating risks. You will perform independent challenges of machine learning models, identify model weaknesses, and collaborate with model owners for remediation. The position requires 7+ years of experience in related technical areas and a strong background in machine learning and fraud detection. Affirm offers a competitive compensation package including 100% subsidized medical coverage, flexible spending stipends, and competitive time off.

Requirements

• 7+ 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, fraud detection, and fraud risk management; experience in credit risk a plus
• 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
• Extraordinary interpersonal and verbal/written communication skills

Responsibilities

• Perform independent challenges of machine learning models used for fraud detection/fraud risk management through thorough validation and ongoing monitoring
• Identify model weaknesses and opportunities for improvement
• 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

Benefits

• 100% subsidized medical coverage, dental and vision for you and your dependents
• Monthly stipends for health, wellness and tech spending
• Equity rewards offered by Affirm Holdings, Inc. (parent company)
• Flexible Spending Wallets - generous stipends for spending on Technology, Food, various Lifestyle needs, and family forming expenses
• Competitive vacation and holiday schedules allowing you to take time off to rest and recharge
• ESPP - An employee stock purchase plan enabling you to buy shares of Affirm at a discount
• Remote work