The Portfolio ML team manages and optimizes the flow of loan opportunities across Affirm-owned and operated properties. We build models, tools, and libraries to support portfolio management actions that balance unit economics, product growth, and user experience. We power ROA-based decisioning; real-time and offline conversion rate prediction; counterfactual portfolio simulation; and the valuation of loans. We sit within the Decisions Foundations org.

What You'll Do

• Use Affirm’s proprietary and other third party data to develop machine learning models that manage and optimize the flow of loan opportunities across Affirm-owned and -operated properties

• Partner with platform and product engineering teams to build model training, decisioning, and monitoring systems 

• Research ground breaking solutions and develop prototypes that drive the future of portfolio decisioning at Affirm

• Implement and scale data pipelines, new features, and algorithms that are essential to our production models

• Collaborate with the engineering, credit, and product teams to define requirements for new products

What We Look For

• Proficiency in machine learning with experience in areas such as Generalized Linear Models, Gradient Boosting, Deep Learning, and Probabilistic Calibration. Domain knowledge in credit risk, portfolio management, learning to rank, and personalization is a plus

• Strong engineering skills in Python and data manipulation skills like SQL

• Experience using distributed systems like Spark or Ray is a plus

• Experience using open source projects and software such as scikit-learn, pandas, NumPy, XGBoost, Kubeflow

• Excellent written and oral communication skills and the capability to drive cross-functional requirements with product and engineering teams

• The ability to present technical concepts and results in an audience-appropriate way

• Persistence, patience and a strong sense of responsibility – we build the decision making that enables consumers and partners to place their trust in Affirm!

Pay Grade - USA29
Employees new to Affirm or promoted into a new role, typically begin in the min to mid range.
USA base pay range (CA, WA, NY, NJ, CT) per year:
Min: $138,800
Mid: $173,500
Max: $208,200
USA base pay range (all other U.S. states) per year:
Min: $124,900
Mid: $156,100
Max: $187,300
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