Bank Model Risk & Quant Analytics Lead

Affirm; Las Vegas (NV); On-site; USD 195,000 - 280,000; Full time

Benefits offered by this job

Health coverage

ESPP

Paid time off

Flexible Spending Wallets

Job summary

Affirm is a remote-first company seeking an experienced professional for its Bank Model Risk Management (MRM) team. You will validate credit and fraud models, build automated Python monitoring, and partner with audit and compliance to address regulatory requests.

With 7+ years in technical risk roles, you will leverage Python and SQL to drive rigorous validation, strengthen risk controls, and support bank-owned models within Affirm's broader risk framework.

Qualifications

• 7+ years of professional experience in technical risk modeling, validation, or analytics.
• Deep understanding of consumer credit lifecycle and/or fraud detection.
• Technical familiarity with loss forecasting, prediction, and stress-testing frameworks.
• Expert-level Python for replicative modeling and backtesting (pandas, scikit-learn, statsmodels).
• Mastery of SQL for large data wrangling and lineage audits.
• Strong problem-solving with attention to detail and critical thinking.
• Exceptional interpersonal and written communication to translate technical ideas.

Responsibilities

• Full-Stack Model Validation for credit/fraud models with emphasis on conceptual soundness and data integrity.
• Develop automated Python monitoring for KRI/KPI drift, PSI, and feature importance shifts.
• Remediate validation findings with model Developers to ensure mathematical robustness and compliance.
• Coordinate with Audit, Internal Controls, and Compliance on regulatory requests.
• Support the Bank Model Risk Management function for bank-owned models.

Skills

7+ years of experience

Credit lifecycle / fraud

Loss forecasting / stress-testing

Python (pandas, scikit-learn, stats

SQL

Problem solving

Communication skills

Tools

Python

SQL

Pandas

Scikit-learn

Statsmodels

Job description

Affirm is a remote-first company seeking an experienced professional for its Bank Model Risk Management (MRM) team. You will validate credit and fraud models, build automated Python monitoring, and partner with audit and compliance to address regulatory requests.

With 7+ years in technical risk roles, you will leverage Python and SQL to drive rigorous validation, strengthen risk controls, and support bank-owned models within Affirm's broader risk framework.