Quantitative Analyst II

Affirm; Poland; Remote; PLN 451,000 - 634,000; Full time

Job summary

A financial technology company in Poland seeks a Quantitative Analyst to develop and enhance models for consumer loans. You will analyze financial data, manage risk, and structure asset-backed securities. Candidates should have a Master's degree in a relevant field, 2 years of experience, and strong skills in SQL and Python. The role includes competitive compensation and comprehensive benefits such as health care coverage and a flexible spending wallet.

Benefits

Health care coverage

Flexible Spending Wallets

Competitive vacation and holiday schedules

Employee stock purchase plan

Qualifications

• 2 years of experience in quantitative analysis.
• Strong understanding of financial markets.

Responsibilities

• Develop and enhance capital structuring models for consumer loans.
• Analyze large-scale financial data for optimal capital market strategies.
• Build quantitative models using statistical techniques.

Skills

SQL

Python

Financial risk management

Stochastic Calculus

Machine Learning

Education

Master's degree in Mathematical Finance

Tools

Intex

Bloomberg

Job description

Overview

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.

What You'll Do

Developing and enhancing capital structuring and quantitative finance models used for pricing, tailored to Affirm’s consumer loan portfolio to enable efficient deal execution;

Building quantitative models to track portfolio risk metrics to strengthen risk management protocols and optimize asset utilization strategies;

Analyzing large-scale financial data and providing insights on capital markets deals for cross-functional teams to drive optimal and efficient capital market strategies;

Evaluating and performing in-depth analysis to inform funding, product, and business decisions with cross-functional teams such as Capital Markets, Treasury, Merchant Pricing, Credit, Commercial, Product and Engineering teams; and

Structuring Asset-Backed Security (ABS) transactions, forecasting consumer loan performance, and building quantitative models using advanced statistical and mathematical techniques, leveraging programming languages like Python and SQL, as well as industry-standard tools including Intex and Bloomberg.

May telecommute.

What we look for

• Master’s degree (or foreign equivalent) in Mathematical Finance, Mathematics or related field & 2 years of experience in the following:
• SQL and Python for in-depth analysis of large-scale datasets;
• Intex and Bloomberg to price fixed income products, including Loan and Asset-Backed securities;
• Conducting quantitative analysis for financial asset and derivative pricing within the Fixed Income sector, applying advanced statistical and mathematical techniques;
• Financial risk management; and
• Stochastic Calculus, Fixed Income, Derivative Pricing, Statistics and Machine Learning, with a strong understanding of financial markets.

Base Pay Grade- K; Equity Grade- 6

Employees new to Affirm typically come in at the start of the pay range. Affirm focuses on providing a simple and transparent pay structure which is based on a variety of factors, including location, experience and job-related skills.

Base pay is part of a total compensation package that may include equity rewards, monthly stipends for health, wellness and tech spending, and benefits (including 100% subsidized medical coverage, dental and vision for you and your dependents.)

USA base pay range (CA, WA, NY, NJ, CT) per year: $140,000 - $190,000

USA base pay range (all other U.S. states) per year: $124,000 - $174,000

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

Affirm is proud to offer an inclusive interview experience for all, including people with disabilities. We are happy to provide reasonable accommodations to candidates in need of individualized support during the hiring process.

[For U.S. positions that could be performed in Los Angeles or San Francisco] Pursuant to the San Francisco Fair Chance Ordinance and Los Angeles Fair Chance Initiative for Hiring Ordinance, Affirm will consider for employment qualified applicants with arrest and conviction records.

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Inclusion and Accessibility

Affirm is dedicated to building a diverse team and an inclusive culture. We believe that it’s crucial to Affirm’s long-term success to create an environment where all Affirmers feel like they belong and have an equal opportunity to succeed. We are asking candidates to voluntarily self-identify through a few demographic questions. Your responses will not be linked to your identity or your application, and neither recruiters nor hiring managers can see this information at an individual level. Your responses are stored in the aggregate and will not play any role in your hiring decision. Your decision to participate or not participate in this survey will have no impact on your candidacy at Affirm.