Model Risk Management Analyst | Affirm | Remote-First US Job

Affirm is looking for an intelligent, driven professional to join its Model Risk Management (MRM) team. The team establishes, maintains, and oversees an MRM framework to identify, quantify, monitor, mitigate, and report on model risk across the company. You will work cross-functionally to build a deep understanding of the models behind critical business decisions, and reduce risk from ineffective model design or model misuse.

Key Responsibilities

• Independently challenge machine learning models used for credit underwriting, credit risk, and fraud detection through thorough validation and ongoing monitoring
• Identify model weaknesses and opportunities for improvement
• Work with model owners to remediate validation findings
• Partner cross-functionally to implement and maintain the company’s MRM framework
• Partner with Internal Audit, Internal Controls, and Compliance to resolve audit and regulatory requests on time

Requirements

• 4-6 years of professional experience in technical areas such as model development, model validation, or data science
• Deep and broad knowledge of machine learning modeling, credit underwriting, credit risk management, and/or fraud detection and fraud risk management
• Proven ability to work with scripting languages (e.g., Python) and large-scale datasets (e.g., SQL)
• Extensive experience with machine learning platforms and frameworks (e.g., scikit-learn, PySpark) and with cloud-based coding environments and databases
• BS, MS, or PhD in a quantitative field such as Math, Data Science, or Computer Science

Skills

Technical Skills

• Machine learning model validation and monitoring
• Python and SQL
• scikit-learn and PySpark
• Cloud-based coding environments and databases
• Credit underwriting, credit risk, and fraud risk management

Soft Skills

• Attention to detail
• Curiosity about data, models, and algorithms
• Critical thinking and problem solving
• Strong written and verbal communication
• Cross-functional collaboration

Benefits

• Health coverage at no cost, with 100% of premiums covered for employees and their dependents
• Monthly stipends for tech setup and health and wellness options
• Flexible time off and generous holiday calendars
• Employee stock purchase plan (ESPP) to buy Affirm stock at a discount
• Equity rewards as part of the total compensation package