About this role
Lead validator for Finance and Analytics models at Affirm's Model Risk Management team. Perform independent challenges of quantitative financial models including ALM, loss forecasting, and corporate planning models. Serve as second line of defense establishing model risk framework across the company.
Must have
4-6 years experience in model development, validation, quantitative finance, or data analytics
Deep knowledge of corporate finance, treasury, ALM, and actuarial or statistical forecasting
Experience with Python and large-scale SQL datasets
Experience reviewing models in Excel, Python, or Databricks environments
Experience with statistical modeling, time-series forecasting, simulation, and machine learning for finance
BS, MS, or PhD in quantitative field such as Quantitative Finance, Mathematics, Statistics, or Data Science
Credit underwriting or credit risk management experience is a plus
Technologies
Responsibilities
Perform independent challenges of financial and analytics quantitative models through rigorous validation
Lead end-to-end validation engagements on high-complexity, high-criticality models
Identify model weaknesses, limitations, and improvement opportunities
Collaborate with model owners across Finance, Quantitative Research, and Growth Analytics
Partner cross-functionally to implement and maintain the company's MRM framework
Partner with Internal Audit, Controls, Accounting, and Compliance on regulatory requests
Benefits
Recruitment process
MRM serves as Affirm's second line of defense for model risk
Base pay is part of total compensation package with equity rewards
Employees new to Affirm typically start at beginning of pay range
Affirm is a remote-first company with majority of roles remote
