Senior Quant Analytics Manager, Bank Model Risk (Remote)

Affirm; Pittsburgh (Allegheny County); On-site; USD 195,000 - 280,000; Full time

Benefits offered by this job

Health care coverage (including depend

Flexible Spending Wallets

Time off

Job summary

Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without hidden fees or compounding interest. We are seeking an intelligent, driven professional to join our Bank Model Risk Management (MRM) team to establish and oversee a robust validation framework.

You will validate credit/fraud models, develop Python monitoring tools, and collaborate with model developers, internal audit, and compliance to address findings.

Qualifications

• 7+ years of professional experience in a highly technical capacity (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 datasets and data lineage audits.
• Strong problem-solving, attention to detail, and communication skills.

Responsibilities

• Full-Stack Model Validation: validate diverse credit/fraud models, focusing on conceptual soundness, data integrity, and performance stability.
• Advanced Quantitative Monitoring: build automated Python monitoring suites to track drift and feature importance shifts in real time.
• Remediation & Technical Advisory: work with 1st-line Model Developers to remediate validation findings and ensure robustness.
• Audit & Regulatory Liaison: collaborate with Internal Audit and Compliance to resolve audit requests.
• Affirm Bank: support Bank Model Risk Management with validation requirements for bank-owned models.

Skills

Python

SQL

Tools

pandas

scikit-learn

statsmodels

Job description

Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without hidden fees or compounding interest. We are seeking an intelligent, driven professional to join our Bank Model Risk Management (MRM) team to establish and oversee a robust validation framework.

You will validate credit/fraud models, develop Python monitoring tools, and collaborate with model developers, internal audit, and compliance to address findings.