Model Risk Lead at Affirm
Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without any hidden fees or compounding interest.
We’re looking for an intelligent, driven professional to join our Model Risk Management (MRM) team. This team seeks to establish, supervise and maintain an effective MRM framework to identify, quantify, monitor, mitigate and report on model risk throughout the company. You will have an outstanding opportunity to work cross-functionally to develop a detailed understanding of models that drive critical decisions and mitigate risks due to ineffective model design or model misuse.
What you'll do
- Collaborate cross-functionally with model owners to implement and maintain the company’s MRM framework
- Perform independent challenge of models through detailed validation and ongoing monitoring to identify model weaknesses and opportunities for improvement, covering all model aspects such as conceptual soundness, implementation, coding, testing, etc.
- Coordinate cross-functionally to remediate model validation findings
- Collaborate closely with Accounting, Internal Controls and Compliance to ensure timely resolution of audit and regulatory needs
What we look for
- 5+ years of professional experience in related technical areas such as model development, model validation, data science, quant finance
- Deep and broad knowledge and experience in at least one of the following areas: machine learning, financial risk management, statistical modeling
- Strong coding skills in Python, SQL, Excel, or similar
- BS, MS, or PhD in a quantitative field such as Quantitative Finance, Math, Data Science, Computer Science
- Oriented toward detail, curious about data/models/algorithms, skilled at critical thinking and problem solving
- Extraordinary interpersonal and verbal/written communication skills
At Affirm, People Come First is one of our core values, and that’s why diversity and inclusion are vital to our priorities as an equal opportunity employer. You can read about our D&I program here and our progress thus far in our 2020 DEI Report.
We also believe It’s On Us to provide an inclusive interview experience for all, including people with disabilities. We are happy to provide reasonable accommodations to candidates in need of individualized support during the hiring process.