Remote Senior ML Model Risk Lead - Underwriting and Credit

Affirm; Baltimore (MD); On-site; USD 227,000 - 287,000; Full time

Benefits offered by this job

Health care coverage

Flexible Spending Wallets

Time off

ESPP

Job summary

Affirm is seeking a senior quantitative leader to head the underwriting and credit risk validation sector within Model Risk Management. You will mentor a high‑performing team while personally executing validations of the most complex machine learning models across underwriting and credit risk.

You’ll partner with cross‑functional stakeholders to strengthen the enterprise‑wide MRM framework, ensure robust model performance, and drive continuous improvement in risk practices.

Qualifications

• 9+ years in a highly technical role such as model development, validation or quantitative analytics
• Deep understanding of machine learning modeling, underwriting, and credit risk management
• Advanced ability to script in Python and expertise in SQL for large datasets
• Proven track record of hiring, managing, and mentoring quantitative teams
• BS/MS/PhD in a quantitative discipline such as Statistics, Quantitative Finance, Mathematics, or Data Science
• Analytical mindset with strong problem-solving and communication skills

Responsibilities

• Lead the underwriting and credit risk validation sector; mentor a team while guiding strategic direction
• Perform hands-on validations for sophisticated ML models across underwriting and risk
• Evaluate model soundness, data integrity, and performance through rigorous testing and reviews
• Identify weaknesses and drive remediation with model owners and developers
• Develop and enhance the enterprise-wide Model Risk Management framework
• Coordinate with Accounting, Internal Controls and Compliance to meet standards

Skills

Leadership

Team Management

Model Validation

Python

SQL

Communication

Strategic Thinking

Education

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

Tools

Python

SQL

Job description

Affirm is seeking a senior quantitative leader to head the underwriting and credit risk validation sector within Model Risk Management. You will mentor a high‑performing team while personally executing validations of the most complex machine learning models across underwriting and credit risk.

You’ll partner with cross‑functional stakeholders to strengthen the enterprise‑wide MRM framework, ensure robust model performance, and drive continuous improvement in risk practices.