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Salary: USD 134,640 - 168,300 / annual
Figure (NASDAQ: FIGR) is a blockchain-powered fintech transforming capital markets and consumer lending. The company has originated over $22 billion in home equity loans (HELOCs) on its blockchain-native platform and is recognized as the largest non-bank provider of home equity financing in the U.S. Figure combines blockchain transparency with AI-driven automation to streamline loan origination, funding, and secondary market trading.
As Credit Risk Manager, you will lead credit risk strategy and analytics for Figure's HELOC and secured lending portfolios. Working cross-functionally with Capital Markets, Product, Engineering, Servicing, and Compliance, you will own credit policy development, oversee execution, and design innovative risk frameworks that balance portfolio protection with growth.
Key responsibilities include:
- Refining and modernizing credit underwriting strategies using advanced analytics to optimize risk decisions across lending products
- Analyzing historical loan performance data to model credit expansion initiatives, identify new customer segments, and optimize funnel conversion
- Performing root-cause analyses on credit losses and default trends, partnering with Fraud Risk Management to strengthen fraud controls
- Developing valuation models to estimate segment-level economics and advising Capital Markets on yield projections and performance assumptions
- Partnering with Product, Engineering, and Data Science to design A/B tests balancing risk control, conversion lift, and user experience
- Tracking and validating pre- and post-implementation performance for deployed credit and fraud rule changes
- Designing monitoring frameworks to track new product launches at granular segment levels, identify emerging portfolio risks, and inform executive decision-making
- Presenting Figure's underwriting methodology to investors and serving as a core contact for due diligence and portfolio performance inquiries
- Collaborating with Legal and Compliance to ensure all credit strategies meet regulatory requirements
- Conducting ad hoc quantitative analyses to support Credit, Operations, and Product objectives
Requirements:
- Bachelor's or Master's degree with quantitative background (Statistics, Math, Economics, Computer Science, Engineering, or Business)
- 5+ years in credit risk management or data science within consumer lending
- Advanced proficiency in SQL and Python/R for independently pulling, cleaning, and modeling complex relational data
- Practical application of predictive modeling, customer segmentation, and statistical procedures to evaluate risk and borrower behavior
- Experience with Tableau, Power BI, and Looker
- Strong analytical and problem-solving skills with solid business judgment
- Excellent communication skills; ability to translate complex data into actionable insights for diverse audiences
- Comfort working in fast-moving, evolving environments where priorities shift and initiatives move quickly
- Self-driven with intense focus on results, high curiosity, and proven track record of probing root causes and designing innovative solutions
- Strong team player comfortable interacting across multiple teams and organizational levels
- Adherence to company security policies and data handling procedures
