Senior Quant Analytics Manager: Bank Model Risk

Affirm; Salt Lake City (UT); On-site; USD 195,000 - 255,000; Full time

Benefits offered by this job

Equity

Health coverage for you and dependents

FSA wallets

Paid time off

ESPP

Job summary

Affirm is seeking an experienced professional to join the Bank Model Risk Management team. You will conduct independent validations of credit and fraud models, includingML and traditional statistics, focusing on conceptual soundness and data integrity.

The role involves building automated monitoring in Python, partnering with model developers, addressing audit requests, and supporting the Bank Model Risk Management function across the enterprise.

Qualifications

• 7+ years of professional experience in a highly technical capacity
• Deep understanding of the consumer credit lifecycle and/or fraud detection
• Expert-level proficiency in Python (pandas, scikit-learn, statsmodels) for replicative modeling and backtesting

Responsibilities

• Full-Stack Model Validation: Validate sophisticated credit/fraud models, including ML and traditional models, focusing on soundness, data integrity and performance stability
• Advanced Quantitative Monitoring: Develop automated monitoring suites in Python to track drift, PSI, and feature shifts in real-time
• Remediation & Technical Advisory: Partner with 1st-line Model Developers to remediate validation findings and ensure robustness
• Audit & Regulatory Liaison: Work with Internal Audit, Internal Controls, and Compliance to address regulatory requests
• Affirm Bank: Support the Bank Model Risk Management function and model validation for Bank-owned models

Skills

Model Validation

Credit & Fraud Modeling

Quantitative Analytics

Python programming

SQL usage

Tools

Pandas

Scikit-learn

Statsmodels

Job description

Affirm is seeking an experienced professional to join the Bank Model Risk Management team. You will conduct independent validations of credit and fraud models, includingML and traditional statistics, focusing on conceptual soundness and data integrity.

The role involves building automated monitoring in Python, partnering with model developers, addressing audit requests, and supporting the Bank Model Risk Management function across the enterprise.