Quantitative Analytics Manager, Affirm Bank Model Governance

About the role

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. We're looking for an intelligent, driven professional to join our Bank Model Risk Management (MRM) team.

Responsibilities

• 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.
• Develop automated, independent monitoring suites in Python to track KRI/KPI drift, population stability (PSI), and feature importance shifts in real-time.
• Partner with 1st-line Model Developers to drive the remediation of validation findings, ensuring models and strategies are not only compliant but mathematically robust.
• Partner with Internal Audit, Internal Controls, and Compliance to facilitate the timely resolution of audit and regulatory requests.
• 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.

Requirements

• 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.

Qualifications

• Master's degree in Finance, Statistics, Computer Science, or a related field.
• Experience with financial modeling and risk management tools.
• Strong analytical and quantitative skills.
• Experience working with large datasets and databases.

Skills

• Python programming.
• SQL database management.
• Statistical analysis and modeling.
• Model validation techniques.
• Quantitative risk assessment.

Benefits

• Base Pay Grade - O
• Equity Grade - USA 12
• Base Pay Range: $195,000 - $255,000 (USA base pay range)
• Remote work option
• Health care coverage
• Flexible Spending Wallets
• Time off
• Employee Stock Purchase Plan (ESPP)
• 100% subsidized medical coverage, dental and vision for you and your dependents
• Monthly stipends for technology, food, various lifestyle needs, and family forming expenses
• Comprehensive benefits package