Senior Manager, Quantitative Risk & Model Validation

Remote; San Francisco (CA); Remote; USD 201,000 - 261,000; Full time

Benefits offered by this job

Equity rewards

Monthly stipends

Health insurance

Dental & Vision for dependents

Job summary

Affirm is seeking a senior quantitative leader for the Model Risk Management team. You will oversee underwriting and credit risk validation, mentor a high-performing team, and personally validate sophisticated ML models to ensure robustness and regulatory readiness.

You will collaborate with cross-functional partners to strengthen the enterprise risk framework, conduct rigorous technical reviews, and drive continuous improvements across model governance, controls, and compliance.

Qualifications

• 9+ years in a highly technical role (model dev/validation/quant analytics).
• Deep understanding of ML modeling, underwriting, and credit risk management.
• Proficient in Python and SQL for large-scale data analysis.

Responsibilities

• Lead and mentor the Model Risk Management team; set strategic direction for risk domain.
• Perform hands-on validations of advanced ML models across underwriting and credit risk.
• Conduct technical reviews of model concepts, data integrity, and performance; monitor stability.

Skills

Python scripting

SQL

Model validation

Leadership

Communication

Education

BS/MS/PhD in quantitative field (Statistics/Quant Finance/Math/Data Science)

Job description

Affirm is seeking a senior quantitative leader for the Model Risk Management team. You will oversee underwriting and credit risk validation, mentor a high-performing team, and personally validate sophisticated ML models to ensure robustness and regulatory readiness.

You will collaborate with cross-functional partners to strengthen the enterprise risk framework, conduct rigorous technical reviews, and drive continuous improvements across model governance, controls, and compliance.