Quantitative Analytics Manager, Affirm Bank Model Governance
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AffirmFinancial Services
Remote USFull-TimeManager
SalaryUSA base pay range (CA, WA, NY, NJ, CT): $220,000 - $280,000; USA base pay range (all other U.S. states): $195,000 - $255,000
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Job Details
- Experience
- 7+ years
- Required Skills
- PythonSQLPandasscikit-learn
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).
- Mastery of SQL for wrangling large-scale, distributed datasets.
- Meticulous eye for detail and strong critical-thinking skills.
- Exceptional interpersonal and communication skills.
Responsibilities
- Conduct rigorous, independent validations of sophisticated credit/fraud models, focusing on conceptual soundness, data integrity, and performance stability.
- Develop automated, independent monitoring suites in Python to track KRI/KPI drift, population stability, and feature importance shifts in real-time.
- Partner with 1st-line Model Developers to drive the remediation of validation findings.
- Partner with Internal Audit, Internal Controls, and Compliance to facilitate the timely resolution of audit and regulatory requests.
- Support the model validation requirements for Bank owned models.
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