Quantitative Analytics Manager

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Requirements:

• 7+ years of relevant experience structuring asset-backed transactions, forecasting consumer loan performance, and building quantitative models.
• Experience with industry-standard tools such as Intex/Bloomberg and collaboration with accountants, rating agencies, and partners.
• Proficiency in SQL, Python, or other scripting languages.
• Strong interpersonal and communication skills for collaboration across teams.
• Proactive leadership skills to seek opportunities and develop creative solutions.

Responsibilities:

• Work closely with the Capital Markets team to evaluate, structure, and price consumer asset-backed transactions.
• Develop and enhance capital structuring and pricing models tailored to Affirm’s consumer loan portfolio.
• Build quantitative models to analyze and predict the performance of Affirm’s consumer loans.
• Provide insights on capital markets deals to cross-functional teams for optimal funding strategies.
• Partner with various teams to evaluate funding, product, and business decisions.