Quantitative Analytics Manager, Affirm Bank Model Governance
Affirm, Remote US
The role
We’re looking for an intelligent, driven professional to join our Bank Model Risk Management (MRM) team. This team seeks to establish, maintain and oversee an effective MRM framework to identify, quantify, monitor, mitigate and report on model risk. You will have an outstanding opportunity to work cross-functionally to develop a profound understanding of models that drive critical business decisions, and add value to the Bank by mitigating risks due to ineffective model design or model misuse.
What you will do
- 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.