We present a mass model for the Milky Way, which is fit to observations of the Sagittarius stream together with constraints derived from a wide range of photometric and kinematic data. The model comprises a Sérsic bulge, an exponential disk, and an Einasto halo. Our Bayesian analysis is accomplished using an affine-invariant Markov chain Monte Carlo algorithm. We find that the best-fit dark matter halo is triaxial with axis ratios of $3.3\pm 0.7$ and $2.7\pm 0.4$ and with the short axis approximately aligned with the Sun-Galactic centre line. Our results are consistent with those presented in Law and Majewski (2010). Such a strongly aspherical halo is disfavoured by the standard cold dark matter scenario for structure formation.

21 pages, 13 figures, 3 tables, accepted to MNRAS