Lead, Credit Risk Modeling & Model Validation

Affirm; Madison (WI); On-site; USD 227,000 - 315,000; Full time

Benefits offered by this job

Health care coverage

Flexible Spending Wallets

Time off

Employee Stock Purchase Plan

Job summary

Affirm is seeking a senior quantitative leader to head the Model Risk Management (MRM) team within Enterprise Risk & Internal Audit. You will oversee underwriting and credit risk validation, mentoring a high-performing team while performing hands-on validations of complex ML models.

The role blends finance, credit risk, and data science, with collaboration across the company to keep risk frameworks robust and forward-looking. Remote-first with nationwide flexibility.

Qualifications

• 9+ years of professional experience in a highly technical role such as model development, validation or quantitative analytics.
• Deep understanding of machine learning modeling, underwriting, and credit risk management.
• Strong Python scripting and SQL data handling skills.
• 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, mentor, and manage a team of quantitative professionals while setting the strategic direction for this risk domain.
• Execute rigorous, independent validations of sophisticated machine learning models across underwriting and credit risk management.
• Evaluate conceptual soundness, data integrity, and performance stability through testing and reviews to ensure model accuracy.
• Detect critical model weaknesses and drive remediation with model owners and developers.
• Partner to enhance and refine the enterprise-wide Model Risk Management framework.
• Coordinate with Accounting, Internal Controls and Compliance to meet internal standards and regulatory expectations.

Skills

ML modeling

Python

SQL

Leadership

Communication

Analytical thinking

Credit risk

Education

BS/MS/PhD in quantitative discipline

Job description

Affirm is seeking a senior quantitative leader to head the Model Risk Management (MRM) team within Enterprise Risk & Internal Audit. You will oversee underwriting and credit risk validation, mentoring a high-performing team while performing hands-on validations of complex ML models.

The role blends finance, credit risk, and data science, with collaboration across the company to keep risk frameworks robust and forward-looking. Remote-first with nationwide flexibility.