Model Risk Lead

2 days ago

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Affirm

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We’re excited to announce that Affirm is now a remote-first company$1. !$1

eCommerce • Payments • Installment Loans • Millennials • Financial Services

1001 - 5000

💰 Post-IPO Equity on 2021-01

Description

•Perform independent challenges of machine learning models used for credit underwriting/credit risk management through thorough validation and ongoing monitoring. Identify model weaknesses and opportunities for improvement •Collaborate with model owners to remediate model validation findings •Partner cross-functionally to implement and maintain the company’s MRM framework •Partner with Internal Audit, Internal Controls, and Compliance to ensure timely resolution of audit and regulatory requests

Requirements

•3-6 years of professional experience in related technical areas such as model development, model validation, data science •This position requires either equivalent practical experience or a Bachelor’s degree in a related field •Deep and broad knowledge of quantitative modeling in relation to credit underwriting and credit risk management •Experience with developing models using script languages(e.g., Python) and working with large-scale databases (e.g., SQL) •Experience with machine learning platforms and frameworks (e.g., scikit-learn, pyspark) and cloud-based coding environments and databases •Oriented toward detail, curious about data/models/algorithms, skilled at critical thinking and problem solving •Extraordinary interpersonal and verbal/written communication skills

Benefits

•Health care coverage - Affirm covers all premiums for all levels of coverage for you and your dependents •Flexible Spending Wallets - generous stipends for spending on Technology, Food, various Lifestyle needs, and family forming expenses •Time off - competitive vacation and holiday schedules allowing you to take time off to rest and recharge •ESPP - An employee stock purchase plan enabling you to buy shares of Affirm at a discount