Lead Credit Risk ML Models & Validation (Remote)

Affirm; Boulder (CO); On-site; USD 227,000 - 315,000; Full time

Benefits offered by this job

Health care

Flexible Spending Wallets

Time off

ESPP

Job summary

Affirm is seeking a senior leader to join the Model Risk Management team within Enterprise Risk & Internal Audit. You will oversee underwriting and credit risk validation, build and mentor a high-performing team, while personally executing validations of complex ML models.

You will shape an enterprise-wide MRM framework, collaborate with cross-functional partners, and ensure model robustness, reliability, and regulatory readiness in a remote-first environment.

Qualifications

• 9+ years of professional experience in a highly technical role such as model development or validation.
• Deep understanding of machine learning modeling, underwriting, and credit risk management.
• Advanced ability to script in Python and expertise in using SQL to manipulate large-scale data.
• Proven track record of hiring, managing, and mentoring quantitative teams.
• BS, MS, or PhD in a quantitative discipline such as Statistics, Quantitative Finance, Mathematics, or Data Science.

Responsibilities

• Oversee the underwriting and credit risk validation sector; lead and mentor a team of quantitative professionals.
• Hands-on validations of sophisticated machine learning models across underwriting and credit risk management.
• Evaluate conceptual soundness, data integrity, and performance stability through testing and reviews.
• Detect critical model weaknesses and coordinate with owners to remediate findings.
• Partner with cross-functional stakeholders to enhance the enterprise-wide MRM framework.
• Coordinate with Accounting, Internal Controls, and Compliance to meet internal standards and regulatory expectations.

Skills

Python

SQL

Machine Learning

Leadership

Credit risk

Education

BS/MS/PhD in Statistics, Quantitative Finance, Mathematics, Data Science

Job description

Affirm is seeking a senior leader to join the Model Risk Management team within Enterprise Risk & Internal Audit. You will oversee underwriting and credit risk validation, build and mentor a high-performing team, while personally executing validations of complex ML models.

You will shape an enterprise-wide MRM framework, collaborate with cross-functional partners, and ensure model robustness, reliability, and regulatory readiness in a remote-first environment.