Remote Senior Quant Analytics Manager — Bank Model Risk

Affirm; St. Louis (MO); On-site; USD 195,000 - 255,000; Full time

Benefits offered by this job

Health coverage for you and dependents

ESPP - employee stock purchase plan

Job summary

Affirm is a remote-first company reinventing credit to make it more honest and friendly. Affirm seeks an experienced professional to join the Bank Model Risk Management team to identify, quantify, monitor and report on model risk across credit and fraud domains.

You will validate models, develop monitoring in Python, and collaborate with cross-functional partners to ensure robustness and regulatory alignment, while supporting bank-owned models.

Qualifications

• 7+ years of professional experience in a highly technical capacity, such as Credit/Fraud/Financial Risk Modeling, Model Validation, or Quantitative Analytics.
• Deep understanding of the consumer credit lifecycle and/or fraud detection.
• Technical familiarity with loss forecasting/fraud prediction, and stress-testing frameworks.
• Expert-level proficiency in Python (pandas, scikit-learn, statsmodels) for replicative modeling and backtesting.
• Mastery of SQL for wrangling large-scale, distributed datasets and performing complex data lineage audits.

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

Python

SQL

Model Validation

Machine Learning

Communication

Job description

Affirm is a remote-first company reinventing credit to make it more honest and friendly. Affirm seeks an experienced professional to join the Bank Model Risk Management team to identify, quantify, monitor and report on model risk across credit and fraud domains.

You will validate models, develop monitoring in Python, and collaborate with cross-functional partners to ensure robustness and regulatory alignment, while supporting bank-owned models.