Note: The job is a remote job and is open to candidates in USA. Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without any hidden fees or compounding interest. The Quantitative Analytics Manager will join the Bank Model Risk Management team to establish and oversee an effective framework for identifying and mitigating model risk, while conducting validations and developing monitoring suites for credit and fraud models.
Responsibilities
- Full-Stack Model Validation: Conduct rigorous, independent validations of sophisticated credit/fraud models—including machine learning and traditional statistical models—focusing on conceptual soundness, data integrity, and performance stability
- Advanced Quantitative Monitoring: Develop automated, independent monitoring suites in Python to track KRI/KPI drift, population stability (PSI), and feature importance shifts in real-time
- Remediation & Technical Advisory: Partner with 1st-line Model Developers to drive the remediation of validation findings, ensuring models and strategies are not only compliant but mathematically robust
- Audit & Regulatory Liaison: Partner with Internal Audit, Internal Controls, and Compliance to facilitate the timely resolution of audit and regulatory requests
- Affirm Bank: Work for the internal Bank team to support the build out of the Bank Model Risk Management function. Support the model validation requirements for Bank owned models
Skills
- 7+ years of professional experience in a highly technical capacity, such as Credit/Fraud/Financial Risk Modeling, Model Validation, or Quantitative Analytics
- Deep understanding of the consumer credit lifecycle and/or fraud detection
- Technical familiarity with loss forecasting/fraud prediction, and stress-testing frameworks
- Expert-level proficiency in Python (specifically pandas, scikit-learn, statsmodels) for replicative modeling and backtesting
- Mastery of SQL for wrangling large-scale, distributed datasets and performing complex data lineage audits
- A natural problem-solver with a meticulous eye for detail, a deep curiosity for how strategies perform, and sharp critical-thinking skills
- Exceptional interpersonal and communication skills, with a proven ability to translate complex technical ideas for any audience
Benefits
- Health care coverage - Affirm covers all premiums for all levels of coverage for you and your dependents
- Flexible Spending Wallets - generous stipends for spending on Technology, Food, various Lifestyle needs, and family forming expenses
- Time off - competitive vacation and holiday schedules allowing you to take time off to rest and recharge
- ESPP - An employee stock purchase plan enabling you to buy shares of Affirm at a discount
Company Overview