Quantitative Analytics Manager - Bank Model Governance

Affirm; Houston (TX); On-site; USD 195,000 - 255,000; Full time

Benefits offered by this job

Health coverage

ESPP

FSA Wallets

Paid time off

Job summary

Affirm is a remote-first company seeking a senior risk modelling professional to join the Bank Model Risk Management team. You will validate complex credit and fraud models, develop Python-based monitoring, and collaborate across audit, controls, and compliance to mitigate model risk.

The role requires 7+ years of technical experience, proficiency in Python and SQL, and deep knowledge of credit/fraud analytics.

Qualifications

• 7+ years of professional experience in technical risk modelling or validation.
• Deep understanding of consumer credit lifecycle or fraud detection.
• Experience with loss forecasting and stress-testing frameworks.
• Expert-level Python for replicative modelling and backtesting.
• Mastery of SQL for large-scale datasets and data lineage audits.
• Strong problem-solving and communication skills.

Responsibilities

• Full-stack model validation of credit/fraud models including ML and statistical methods.
• Develop automated monitoring suites in Python for drift and PSI.
• Partner with model developers to remediate findings and ensure robustness.
• Collaborate with Audit, Controls and Compliance on regulatory requests.
• Support Affirm Bank's internal Bank Model Risk Management function.

Skills

Model validation

Credit/Fraud/Financial risk modeling

Python

SQL

Analytical thinking

Communication

Tools

Pandas

scikit-learn

Statsmodels

Job description

Affirm is a remote-first company seeking a senior risk modelling professional to join the Bank Model Risk Management team. You will validate complex credit and fraud models, develop Python-based monitoring, and collaborate across audit, controls, and compliance to mitigate model risk.

The role requires 7+ years of technical experience, proficiency in Python and SQL, and deep knowledge of credit/fraud analytics.