Underwriting/Credit Model Risk Senior Manager (Machine Learning)

Affirm; New York (NY); Remote; USD 210,000 - 340,000; Full time

Benefits offered by this job

Remote-first compensation structure

Health benefits

Parental leave: 18 weeks

Job summary

Affirm is seeking a seasoned technical leader to oversee the underwriting and credit risk validation sector within its Model Risk Management (MRM) team. You will build, mentor, and manage a high-performing group while personally executing validations of complex machine learning models.

You will collaborate across the company to strengthen the MRM framework, ensure model robustness, and drive innovative risk practices in a remote-first environment.

Qualifications

• Exceptional interpersonal skills able to distill complex concepts for diverse audiences.
• Natural problem-solver with meticulous attention to detail and curiosity about model mechanics.
• 9+ years in a highly technical role such as model development, validation, or quantitative analytics.

Responsibilities

• Lead underwriting and credit risk validation sector; mentor and manage a quantitative team.
• Hands-on validation of sophisticated machine learning models across underwriting and credit risk.
• Evaluate model soundness, data integrity, and performance stability through thorough testing and monitoring.

Skills

Communication

Analytical mindset

Python

SQL

Leadership

Education

BS/MS/PhD in quantitative discipline

Tools

Python

SQL

Job description

• The Enterprise Risk & Internal Audit department protects Assurance’s operations and long‑term success
• We identify, assess, and monitor risk across the business
• Our work includes internal audits, regulatory assurance, fraud prevention, and crisis planning
• The team maintains strong controls, tracks key risk indicators, and ensures readiness for external reviews
• We uphold accountability, transparency, and resilience to support responsible growth
• We’re looking for a sharp, driven quantitative professional to join our dynamic Model Risk Management (MRM) team
• In this role, you will oversee the underwriting and credit risk validation sector - the most critical pillar of Assurance’s MRM framework
• This is a unique position designed for a seasoned technical leader who can build, mentor, and manage a high-performing team while remaining deeply hands‑on, personally executing validations of our most complex machine learning models
• You’ll collaborate across the company to shape a best‑in‑class risk framework, ensuring our models are robust, reliable, and ready for the future. If you’re passionate about the intersection of finance, credit risk, and data science, this role is for you
• Sector Leadership & Team Management: Oversee the underwriting and credit risk validation sector. Lead, mentor, and manage a team of talented quantitative professionals while setting the strategic direction for this critical risk domain
• Hands‑On Model Validation: Execute rigorous, independent validations of sophisticated machine learning models across underwriting and credit risk management
• Technical Review: Evaluate conceptual soundness, data integrity, and performance stability through comprehensive testing, in‑depth reviews, and continuous monitoring to ensure model accuracy
• Identification & Remediation: Detect critical model weaknesses and identify areas for improvement; collaborate with model owners and developers to track and resolve validation findings
• Framework Enhancement: Partner with cross‑functional stakeholders to implement and refine the enterprise‑wide Model Risk Management (MRM) framework, ensuring it remains robust and innovative
• Audit & Compliance: Coordinate with Accounting, Internal Controls, and Compliance teams to ensure all model activities meet or exceed internal standards and regulatory expectations

Benefits

• Compensation: We have a simple, flexible, and transparent remote‑first compensation structure so you can make the best decisions for yourself and your family
• Spending Wallets: Access tech, food, lifestyle, and family planning wallets for your expenses
• Supportive Communities: Get involved with our employee resource groups and community groups
• Remote‑first Workforce: If your role is remote, you can set up shop anywhere in your home country
• Generous Time Off: Take the time you need when life happens
• Health Benefits: Get a plan that fits your needs
• Mental Healthcare: Take care of your mind with great mental health programs
• Parental Leave: Birth and non‑birth parents get 18 weeks’ paid leave. Plus, a 4‑week return‑to‑work transition program, at full base pay
• Away Days: We offer 20 company‑wide paid days off—which help our teams collectively pause to recharge
• Learning & Development: Engage in exciting learning programs to level up your growth

Requirements

• Communication: Exceptional interpersonal skills with a proven ability to distill and translate complex technical concepts for diverse audiences
• Analytical Mindset: A natural problem‑solver with a meticulous eye for detail, a deep curiosity regarding model mechanics, and sharp critical‑thinking skills
• Experience: 9+ years of professional experience in a highly technical role, such as model development, model validation, or quantitative analytics
• Technical Proficiency: Advanced ability to script in Python and expertise in using SQL to manipulate and analyze large‑scale, complex datasets
• Education: A BS, MS, or PhD in a quantitative discipline such as Statistics, Quantitative Finance, Mathematics, or Data Science
• Domain Expertise: Deep understanding of machine learning modeling, underwriting, and credit risk management
• Leadership & Influence: Proven track record of hiring, managing, and mentoring quantitative teams. Ability to transition seamlessly between high‑level strategic oversight and detailed, hands‑on technical work