Model Risk Management Lead (Machine Learning)

Join Affirm's Enterprise Risk & Internal Audit department as a Model Risk Management Lead. In this role, you will establish and oversee an effective model risk management framework, perform independent challenges of machine learning models, identify weaknesses and opportunities for improvement, and collaborate with model owners to remediate validation findings. You will also partner cross-functionally to implement and maintain the company's MRM framework and work with Internal Audit, Internal Controls, and Compliance to ensure timely resolution of audit and regulatory requests.

• Establish, maintain, and oversee an effective Model Risk Management (MRM) framework to identify, quantify, monitor, mitigate, and report on model risk throughout the company.
• Perform independent challenges of machine learning models used for credit underwriting, credit risk, and/or fraud detection through thorough validation and ongoing monitoring.
• Collaborate with model owners to remediate model validation findings and partner cross-functionally to implement and maintain the company’s MRM framework.
• 4-6 years of professional experience in related technical areas such as model development, model validation, data science
• 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
• Deep and broad knowledge and experience in machine learning modeling, credit underwriting, credit risk management, and/or fraud detection and fraud risk management
• Oriented toward detail, curious about data/models/algorithms, skilled at critical thinking and problem solving
• Proven ability to work with script languages(e.g., Python) and large-scale dataset (e.g., SQL)
• Extraordinary interpersonal and verbal/written communication skills