About the company
Affirm provides a clear, predictable way to pay over time, with no hidden fees and no surprises. The Enterprise Risk & Internal Audit department identifies, assesses and monitors risk across the business.
Responsibilities
- Oversee the underwriting and credit risk validation sector and set its strategic direction
- Lead, mentor and manage a team of quantitative professionals
- Execute rigorous, independent validations of sophisticated machine learning models
- Evaluate conceptual soundness, data integrity and performance stability through testing and monitoring
- Detect model weaknesses and collaborate with model owners to resolve validation findings
- Refine the enterprise-wide Model Risk Management framework with cross-functional stakeholders
- Coordinate with Accounting, Internal Controls and Compliance teams on regulatory expectations
Requirements
- 9+ years in a highly technical role such as model development, model validation or quantitative analytics
- Deep understanding of machine learning modeling, underwriting and credit risk management
- Advanced Python scripting and expertise with SQL on large-scale datasets
- Proven track record of hiring, managing and mentoring quantitative teams
- BS, MS or PhD in Statistics, Quantitative Finance, Mathematics or Data Science
- Strong analytical and communication skills
Conditions
- Remote Canada
- Base pay range per year: CAD $201,000 - $261,000
- Total compensation may include equity, monthly stipends and benefits with 100% subsidized medical coverage