Remote Model Risk Lead

Summary

Join our Model Risk Management (MRM) team to establish, maintain and oversee an effective MRM framework, 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, and ensure timely resolution of audit and regulatory requests.

Requirements

• 3-6 years of professional experience in related technical areas such as model development, model validation, data science
• This position requires either equivalent practical experience or a Bachelor’s degree in a related field
• Deep and broad knowledge of quantitative modeling in relation to credit underwriting and credit risk management
• Experience with developing models using script languages(e.g., Python) and working with large-scale databases (e.g., SQL)
• Experience with machine learning platforms and frameworks (e.g., scikit-learn, pyspark) and cloud-based coding environments and databases
• 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 credit underwriting/credit 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
• Flexible Spending Wallets - generous stipends for spending on Technology, Food, various Lifestyle needs, and family forming expenses
• Time off - 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