Model Risk Management Lead, Machine Learning

About the Position

We are seeking a Model Risk Management Lead, Machine Learning to join our team in Canada, focusing on validating and monitoring machine learning models.

Responsibilities

• Perform independent challenges of machine learning models used for credit underwriting, credit risk, and/or fraud detection 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

• 4-6 years of professional experience in related technical areas such as model development, model validation, data science.
• Deep and broad knowledge and experience in machine learning modeling, credit underwriting, credit risk management, and/or fraud detection and fraud risk management.
• Proven ability to work with script 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 cloud-based coding environments and databases.
• BS, MS, or PhD in a quantitative field such as 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.

We Offer

• Competitive salary range: $145,000 - $205,000 per year.
• Comprehensive benefits package including 100% subsidized medical coverage, dental and vision for you and your dependents.
• Monthly stipends for health, wellness, and tech spending.
• Flexible time off and generous holiday calendars.
• Opportunity to own a piece of what you build through our employee stock purchase plan (ESPP).

About the Company

At Affirm, we exist for the moments that matter-giving people a clear, predictable way to pay over time, with no hidden fees, no surprises, and no tradeoffs on what matters most. Our Enterprise Risk & Internal Audit department protects Affirm’s operations and long-term success by identifying, assessing, and monitoring risk across the business.

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