Underwriting/Credit Model Risk Senior Manager (Machine Learning)

• 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 Affirm’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- Experience: 9+ years of professional experience in a highly technical role, such as model development, model validation, or quantitative analytics
• Communication: Exceptional interpersonal skills with a proven ability to distill and translate complex technical concepts for diverse audiences
• Technical Proficiency: Advanced ability to script in Python and expertise in using SQL to manipulate and analyze large-scale, complex datasets
• Analytical Mindset: A natural problem-solver with a meticulous eye for detail, a deep curiosity regarding model mechanics, and sharp critical-thinking skills
• 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
• 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