Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without any hidden fees or compounding interest.
Requirements
- SQL and Python for in-depth analysis of large-scale datasets;
- Intex and Bloomberg to price fix income products, including Loan and Asset-Backed securities;
- Conducting quantitative analysis for financial asset and derivative pricing within the Fixed Income sector, applying advanced statistical and mathematical techniques;
- Financial risk management; and
- Stochastic Calculus, Fixed Income, Derivative Pricing, Statistics and Machine Learning, with a strong understanding of financial markets.
Responsibilities
- Developing and enhancing capital structuring and quantitative finance models used for pricing, tailored to Affirm’s consumer loan portfolio to enable efficient deal execution;
- Building quantitative models to track portfolio risk metrics to strengthen risk management protocols and optimize asset utilization strategies;
- Analyzing large-scale financial data and providing insights on capital markets deals for cross-functional teams to drive optimal and efficient capital market strategies;
- Evaluating and performing in-depth analysis to inform funding, product, and business decisions with cross-functional teams such as Capital Markets, Treasury, Merchant Pricing, Credit, Commercial, Product and Engineering teams; and
- Structuring Asset-Backed Security (ABS) transactions, forecasting consumer loan performance, and building quantitative models using advanced statistical and mathematical techniques, leveraging programming languages like Python and SQL, as well as industry-standard tools including Intex and Bloomberg.
Other
- Master’s degree (or foreign equivalent) in Mathematical Finance, Mathematics or related field & 2 years of experience in the following:
- May telecommute.
- USA base pay range (CA, WA, NY, NJ, CT) per year: $140,000 - $190,000
- USA base pay range (all other U.S. states) per year: $124,000 - $174,000
- Affirm is proud to be a remote-first company!
