Affirm2 дня назад
Quantitative Analytics Manager, Affirm Bank Model Governance
Зарплата не указана
Remote US
Обязанности
- 01Conduct rigorous, independent validations of sophisticated credit/fraud models—including machine learning and traditional statistical models—focusing on conceptual soundness, data integrity, and performance stability
- 02Develop automated, independent monitoring suites in Python to track KRI/KPI drift, population stability (PSI), and feature importance shifts in real-time
- 03Partner with 1st-line Model Developers to drive the remediation of validation findings, ensuring models and strategies are not only compliant but mathematically robust
- 04Partner with Internal Audit, Internal Controls, and Compliance to facilitate the timely resolution of audit and regulatory requests
- 05Work for the internal Bank team to support the build out of the Bank Model Risk Management function
- 06Support the model validation requirements for Bank owned models
Требования
- 017+ years of professional experience in a highly technical capacity, such as Credit/Fraud/Financial Risk Modeling, Model Validation, or Quantitative Analytics
- 02Deep understanding of the consumer credit lifecycle and/or fraud detection
- 03Technical familiarity with loss forecasting/fraud prediction, and stress-testing frameworks
- 04Expert-level proficiency in Python (specifically pandas, scikit-learn, statsmodels) for replicative modeling and backtesting
- 05Mastery of SQL for wrangling large-scale, distributed datasets and performing complex data lineage audits
- 06A natural problem-solver with a meticulous eye for detail, a deep curiosity for how strategies perform, and sharp critical-thinking skills
- 07Exceptional interpersonal and communication skills, with a proven ability to translate complex technical ideas for any audience
Условия
- 01Base Pay Grade - O
- 02Equity Grade - USA 12
- 03USA base pay range (CA, WA, NY, NJ, CT): $220,000 - $280,000
- 04USA base pay range (all other U.S. states): $195,000 - $255,000
- 05Visa sponsorship is not available for this position
- 06Remote-first company - work almost anywhere within the country of employment
- 07Health care coverage - Affirm covers all premiums for all levels of coverage for you and your dependents
- 08Flexible Spending Wallets - generous stipends for spending on Technology, Food, various Lifestyle needs, and family forming expenses
- 09Time off - competitive vacation and holiday schedules
- 10ESPP - An employee stock purchase plan enabling you to buy shares of Affirm at a discount