Affirm is hiring a remote Model Risk Management Lead ML!
Affirm is hiring a Model Risk Management Lead to sit within its Enterprise Risk & Internal Audit function, specifically on the MRM team responsible for building and running a framework that identifies, quantifies, monitors and reports model risk across the company. The role is remote-first within Canada and centres on serving as an independent second line of defence over the machine learning models that underpin lending decisions — credit underwriting, credit risk scoring and fraud detection. Beyond hands-on validation work, the position carries a governance and relationship-management dimension: helping operate the broader MRM programme and coordinating with audit, controls and compliance groups so that regulatory and audit commitments are closed out on time. It suits someone with a quantitative modelling background who wants to move toward risk oversight while staying close to the technical detail of ML systems.
Key responsibilities
- Conduct independent validation and continuous monitoring of machine learning models used for credit underwriting, credit risk and fraud detection
- Surface model weaknesses, document findings and recommend remediation
- Work directly with model owners to drive validation findings to closure
- Help implement and maintain the firm's model risk management framework in partnership with other functions
- Coordinate with Internal Audit, Internal Controls and Compliance to resolve audit and regulatory requests promptly
Key requirements
- 4-6 years in model development, model validation or data science
- Strong grounding in machine learning plus credit underwriting, credit risk management and/or fraud risk
- Proficiency with a scripting language such as Python and with querying large datasets, e.g. via SQL
- Experience with ML libraries and frameworks (scikit-learn, PySpark) and cloud-based coding and database environments
- BS, MS or PhD in a quantitative discipline such as mathematics, data science or computer science
- Detail-oriented, analytical mindset with strong written and verbal communication
- Seniority: Lead (4-6 years experience)
- Work mode: Remote
- Salary: CAD $145,000 - $205,000 per year
- Key skills: Python, SQL, scikit-learn, PySpark, Machine learning, Model validation, Model risk management, Credit risk, Fraud detection, Cloud platforms, Audit and regulatory compliance
Want more jobs?
Join our mailing list to receive updates about new data science and Model Risk Management Lead ML jobs.
