Machine Learning Engineer II (Underwriting ML)

Affirm, Inc.; Northern (KY); Hybrid; USD 146,000 - 206,000; Full time

Benefits offered by this job

Health, dental and vision coverage

Stipends for health, wellness and tech

Employee stock purchase plan (ESPP)

Job summary

Affirm, Inc. is seeking an Underwriting ML Engineer to build real‑time decisioning systems that assess repayment risk. You will develop models, implement scalable feature pipelines, and productionize models within batch or streaming contexts, while monitoring performance and reliability.

You will collaborate across Engineering, Risk Analytics, Product, and ML Platform, have 2+ years of experience or a PhD, and bring strong Python, PyTorch, and distributed processing skills to the team.

Qualifications

• 2+ years in machine learning engineering or a related PhD.
• Strong Python skills and production-grade coding experience.
• Experience building and evaluating classification models (GBDTs, etc.).
• Familiar with PyTorch and distributed data processing (Spark).
• Experience with ML lifecycle tooling (Kubeflow, Airflow, MLflow).
• Ability to write clear, well-tested, extensible code and operate within large codebases.

Responsibilities

• Develop and iterate underwriting prediction models for tabular and sequential data.
• Build scalable feature pipelines and training datasets from private and third‑party signals.
• Prototype ideas, run offline experiments, and productionize top approaches with risk controls.
• Productionize models in batch and real-time decision systems, improving reliability and latency.
• Instrument model and data health, and define retraining/backtesting workflows.
• Collaborate with Engineering, Risk Analytics, Product, and ML Platform to communicate results clearly.

Skills

Python

Production-grade code

ML modeling

GBDT models

PyTorch

Spark

Kubeflow / MLflow

Code reviews

Debugging large codebase

Education

Bachelor's degree

Equivalent practical experience

Tools

LightGBM

XGBoost

CatBoost

PyTorch

Spark

Kubeflow / Airflow

MLflow

Job description

Remote US

Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without any hidden fees or compounding interest.

On the Underwriting ML team, you’ll build and improve machine learning systems that make real‑time transaction decisions, assessing the repayment risk and expected value of every Affirm checkout. You’ll work closely with experienced ML engineers, platform partners, and cross‑functional stakeholders to take models from idea to prototype to production, and to keep them healthy with strong measurement and monitoring as user behavior and macroeconomic conditions evolve.

What you’ll do

• You will develop and iterate on underwriting prediction models using a mix of approaches for tabular and sequential data
• You will build and scale feature pipelines and training datasets from proprietary and third‑party signals, partnering with data and platform teams when needed.
• You will prototype new modeling ideas and features, run offline experiments, and drive the best‑performing approaches into production with appropriate risk controls.
• You will help productionize models: integrate into batch and/or real‑time decision systems, and improve reliability, latency, and operational robustness.
• You will instrument and monitor model and data health, and help define retraining/backtesting workflows
• You will collaborate across Engineering, Risk Analytics, Product, and ML Platform to define requirements, evaluate tradeoffs, and communicate results clearly to both technical and non‑technical audiences.

What we look for

• You have a total of 2+ years of experience as a machine learning engineer or a PhD in a relevant field.
• Strong Python skills and experience writing production‑quality code.
• Experience building and evaluating models for classification problems (preferably gradient‑boosted decision trees like LightGBM/XGBoost/CatBoost, or similar).
• Experience with a deep learning framework (PyTorch preferred).
• Experience working with distributed data processing or parallel compute frameworks (Spark preferred; Ray/Dask or similar).
• Experience with ML lifecycle tooling for training orchestration, experimentation, and model monitoring (e.g., Kubeflow, Airflow, MLflow, or equivalent internal platforms).
• Proficient in using AI‑powered developer tools (e.g., Claude Code, Cursor, or similar) to accelerate iteration, debugging, and code quality as part of day‑to‑day development workflows.
• You have mastered taking a simple problem or business scenario into a solution that interacts with multiple software components, and executing on it by writing clear, easily understood, well‑tested and extensible code.
• You are comfortable navigating a large code base, debugging others’ code, and providing feedback to other engineers through code reviews.
• Your experience demonstrates that you take ownership of your growth, proactively seeking feedback from your team, your manager, and your stakeholders.
• You have strong verbal and written communication skills that support effective collaboration with our global engineering team.
• This position requires either equivalent practical experience or a Bachelor’s degree in a related field

Pay Grade - L
Equity Grade - 6
Employees new to Affirm typically come in at the start of the pay range.
Affirm focuses on providing a simple and transparent pay structure which is based on a variety of factors, including location, experience and job-related skills.
Base pay is part of a total compensation package that may include equity rewards, monthly stipends for health, wellness and tech spending, and benefits (including 100% subsidized medical coverage, dental and vision for you and your dependents.)
USA base pay range (CA, WA, NY, NJ, CT) per year: $165,000 - $225,000
USA base pay range (all other U.S. states) per year: $146,000 - $206,000
#LI-Remote

Affirm is proud to be a remote-first company! The majority of our roles are remote and you can work almost anywhere within the country of employment. Affirms in proximal roles have the flexibility to work remotely, but will occasionally be required to work out of their assigned Affirm office. A limited number of roles remain office-based due to the nature of their job responsibilities.

We’re extremely proud to offer competitive benefits that are anchored to our core value of people come first. Some key highlights of our benefits package include:

• Health care coverage - Affirm covers all premiums for all levels of coverage for you and your dependents
• 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

We believe It's On Us to provide an inclusive interview experience for all, including people with disabilities. We are happy to provide reasonable accommodations to candidates in need of individualized support during the hiring process.

[For U.S. positions that could be performed in Los Angeles or San Francisco] Pursuant to the San Francisco Fair Chance Ordinance and Los Angeles Fair Chance Initiative for Hiring Ordinance, Affirm will consider for employment qualified applicants with arrest and conviction records.

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