Quantitative Analytics Manager, Affirm Bank Model Governance
AffirmPoint of company
Remote$195,000 - $280,000Manager
Founders Fund
GIC
Lightspeed Venture Partners
Data & AI
About the role
TL;DR
Manage model validation and monitoring for Affirm Bank's credit and fraud models.
- •Affirm is seeking a professional to join their Bank Model Risk Management (MRM) team.
- •This team oversees an effective MRM framework to identify, quantify, monitor, mitigate, and report on model risk, adding value to the Bank by mitigating risks due to ineffective model design or model misuse.
- •Key Responsibilities Conduct rigorous, independent validations of sophisticated credit/fraud models.
- •Develop automated, independent monitoring suites in Python to track KRI/KPI drift.
- •Partner with Model Developers to drive the remediation of validation findings.
- •Partner with Internal Audit, Internal Controls, and Compliance to facilitate resolution of requests.
- •Support the build out of the Bank Model Risk Management function and model validation requirements for Bank owned models.
- •Requirements 7+ years of professional experience in a highly technical capacity.
- •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).
- •Mastery of SQL for wrangling large-scale datasets.
Required skills
PythonSQLPandasscikit-learn
Domain expertise
fintech
Benefits & perks
Equity rewards, Monthly stipends for health, wellness and tech spending, 100% subsidized medical coverage, Dental and vision for you and your dependents, Flexible Spending Wallets, Competitive vacation and holiday schedules, Employee stock purchase plan
Tech stack
PythonPandasscikit-learnSQL