Director, Credit Risk Management (Machine Learning)

Location: Draper, Utah, United States; hybrid, with in-office presence three days per week. Candidates must be located in Draper, Utah.

Annual compensation: $200,000, depending on experience.

Company

hirify.global is a diversified services company operating across student lending, consumer lending, payments processing, renewable energy, and K–12 and higher education.

What you will do

• Own credit policy and underwriting strategy, including credit-box design, debt-to-income standards, loan terms, and risk-based pricing.
• Perform segmentation, swap-set analysis, challenger testing, and profitability analysis to support credit expansion and model changes.
• Build, validate, deploy, and integrate application, behavioral, account-management, PD/LGD, loss-forecasting, and collections-propensity models.
• Monitor portfolio performance through vintage curves, roll rates, KRIs, model stability, calibration, and expected-versus-actual analysis.
• Own model documentation, validation responses, remediation, inventory, and governance within a three-lines-of-defense framework.
• Partner with Product, Data, Technology, Finance, Servicing, Collections, Risk, and Compliance, and present to senior stakeholders, auditors, regulators, and examiners.

Requirements

• 8+ years of experience in consumer lending, preferably at a bank or regulated depository institution.
• Demonstrated experience building credit models end to end and explaining their data, methodology, validation, and production performance.
• Deep hands-on machine learning and statistical modeling experience, including tree-based segmentation and classical scorecards.
• Proficiency with SQL and Python, including pandas, scikit-learn, and XGBoost or LightGBM; experience with R or SAS is also relevant.
• Experience with large loan-level and credit-bureau datasets, reproducible workflows, formal risk governance, model risk management, audit, and regulatory examinations.
• Must already be authorized to work in the United States without current or future visa sponsorship. Bachelor’s degree in a quantitative discipline required; advanced degree preferred.

Nice to have

• Production machine learning experience with model explainability and fair-lending techniques, including SHAP, monotonic constraints, reason codes, and disparate-impact testing.
• Experience with CECL, stress testing, capital planning, MLOps, model registries, automated scoring, drift monitoring, or multiple consumer asset classes.
• FDIC, OCC, or state examination exposure, or experience in a growth-stage or de novo bank environment.

Culture & Benefits

• Hybrid work arrangement supporting remote work for part of the week while maintaining regular in-office collaboration.
• Medical, dental, vision, HSA, and FSA benefits.
• Paid time off, 401(k), student loan repayment, life and disability insurance, and an employee assistance program.
• Employee stock purchase program, tuition reimbursement, performance-based incentive pay, and wellness support.
• Welcoming and respectful workplace with equal employment opportunity and reasonable accommodation support.