Lead Quant Analytics Manager – Bank Model Risk

Affirm; Palo Alto (CA); Sur place; USD 220 000 - 280 000; Plein temps

Avantages offerts par ce poste

Health care coverage

Flexible Spending Wallets

Time off

ESPP

Résumé du poste

Affirm is seeking an experienced professional for Bank Model Risk Management (MRM) to build and oversee risk frameworks for credit and fraud models. You will validate models, monitor performance, and collaborate cross-functionally to ensure mathematical robustness and regulatory alignment.

The role requires 7+ years in technical risk modeling, deep knowledge of consumer credit life cycle, Python (pandas, scikit-learn), and SQL. This remote-first position offers competitive base pay in California.

Qualifications

• 7+ years of professional experience in technical risk modeling, validation, or quantitative analytics.
• Deep understanding of the consumer credit lifecycle and/or fraud detection.
• Proficient in Python and SQL for modeling and data lineage audits.

Responsabilités

• Validate credit/fraud models including ML and statistical approaches.
• Develop automated monitoring in Python for KRI/KPI drift and PSI.
• Remediate validation findings with 1st-line model developers.
• Coordinate with Audit/Controls/Compliance for regulatory requests.
• Support Bank Model Risk Management for bank-owned models.

Connaissances

Python

SQL

Model validation

Credit modeling

Fraud detection

Communication

Outils

pandas

scikit-learn

statsmodels

SQL tooling

Description du poste

Affirm is seeking an experienced professional for Bank Model Risk Management (MRM) to build and oversee risk frameworks for credit and fraud models. You will validate models, monitor performance, and collaborate cross-functionally to ensure mathematical robustness and regulatory alignment.

The role requires 7+ years in technical risk modeling, deep knowledge of consumer credit life cycle, Python (pandas, scikit-learn), and SQL. This remote-first position offers competitive base pay in California.