What You'll Do: 

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. 

May telecommute.
 

What we look for: 

Master’s degree (or foreign equivalent) in Mathematical Finance, Mathematics or related field & 2 years of experience in the following:

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.

 

Base Pay Grade - K
Equity Grade - 6

Employees new to Affirm typically come in at the start of the pay range. Affirm focuses on providing a simple and transparent pay structure which is based on a variety of factors, including location, experience and job-related skills.

Base pay is part of a total compensation package that may include equity rewards, monthly stipends for health, wellness and tech spending, and benefits (including 100% subsidized medical coverage, dental and vision for you and your dependents.)

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