Remote Quant Analytics Lead - Model Risk & Validation

Affirm; New York (NY); On-site; USD 140,000 - 210,000; Full time

Benefits offered by this job

Remote-first compensation structure

Spending wallets

Time off

Health benefits

Mental healthcare

Parental leave

Away days

Learning & development

Job summary

Affirm Bank is seeking an intelligent, driven professional to join our Bank Model Risk Management (MRM) team. You will conduct rigorous validations of credit and fraud models, focusing on conceptual soundness, data integrity, and performance stability.

You will develop automated monitoring in Python to track drift and feature importance, partner with model developers to remediate findings, and work with Internal Audit and Compliance to address regulatory requests.

Qualifications

• 7+ years of professional experience in a highly technical capacity, such as Credit/Fraud/Financial Risk Modeling, Model Validation, or Quantitative Analytics.

Responsibilities

• Full-Stack Model Validation: Conduct rigorous, independent validations of sophisticated credit/fraud models—including machine learning and traditional statistical models—focusing on conceptual soundness, data integrity, and performance stability.
• Advanced Quantitative Monitoring: Develop automated, independent monitoring suites in Python to track KRI/KPI drift, population stability (PSI), and feature importance shifts in real-time.
• Remediation & Technical Advisory: Partner with 1st-line Model Developers to drive the remediation of validation findings, ensuring models and strategies are not only compliant but mathematically robust.
• Audit & Regulatory Liaison: Partner with Internal Audit, Internal Controls, and Compliance to facilitate the timely resolution of audit and regulatory requests.
• Affirm Bank: Work for the internal Bank team to support the build out of the Bank Model Risk Management function. Support the model validation requirements for Bank owned models.

Skills

SQL

Python (pandas, scikit-learn, statsops

Tools

Python libraries (pandas, scikit-learn, statsmodels)

Job description

Affirm Bank is seeking an intelligent, driven professional to join our Bank Model Risk Management (MRM) team. You will conduct rigorous validations of credit and fraud models, focusing on conceptual soundness, data integrity, and performance stability.

You will develop automated monitoring in Python to track drift and feature importance, partner with model developers to remediate findings, and work with Internal Audit and Compliance to address regulatory requests.