Quantitative Analytics Manager, Affirm Bank Model Governance
Core
Lead the Bank Model Risk Management (MRM) function to validate, monitor, and mitigate risks in credit and fraud models for Affirm Bank.
Role type
Senior IC quantitative analytics manager (model governance)
Builds
Automated monitoring suites and validated model frameworks for the internal bank
Domain
Consumer finance, credit risk, fraud detection
Deliverable
production ML models
Required skills
Credit/fraud modeling, model validation, loss forecasting, stress-testing, Python (pandas, scikit-learn, statsmodels), SQL
Preferred skills
Consumer credit lifecycle expertise, regulatory liaison experience
Technologies
Python, pandas, scikit-learn, statsmodels, SQL
Responsibilities
Conduct independent validations of credit/fraud models, develop automated monitoring suites for KRI/KPI drift, partner with developers on model remediation, liaise with audit and compliance teams
Seniority
Senior, hands-on IC