Affirm
We create honest financial products that improve lives.
Quantitative Analyst II
Location
California + 4 moreAll locations: California, Connecticut, New Jersey, New York, Washington
Posted
176 days ago
Salary
$124K - $190K / year
Postgraduate Degree2 yrs expEnglishPythonSQL
Job Description
• Develop and enhance capital structuring and quantitative finance models used for pricing, tailored to Affirm’s consumer loan portfolio to enable efficient deal execution.
• Build quantitative models to track portfolio risk metrics to strengthen risk management protocols and optimize asset utilization strategies.
• Analyze large-scale financial data and provide insights on capital markets deals for cross-functional teams to drive optimal and efficient capital market strategies.
• Evaluate and perform 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.
• Structure Asset-Backed Security (ABS) transactions, forecast consumer loan performance, and build 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.
• May telecommute.
Job Requirements
- Master’s degree (or foreign equivalent) in Mathematical Finance, Mathematics or related field.
- 2 years of experience in relevant areas.
- 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.
- Knowledge of Stochastic Calculus, Fixed Income, Derivative Pricing, Statistics and Machine Learning, with a strong understanding of financial markets.
Benefits
- 100% subsidized medical coverage, dental and vision for you and your dependents.
- Monthly stipends for health, wellness and tech spending.
- Flexible Spending Wallets - generous stipends for spending on Technology, Food, various Lifestyle needs, and family forming expenses.
- Time off - competitive vacation and holiday schedules allowing you to take time off to rest and recharge.
- ESPP - An employee stock purchase plan enabling you to buy shares of Affirm at a discount.
- Equity rewards (may be included as part of total compensation).
- Home/remote-friendly policies (remote-first company).
