Quantitative Analyst II

About the Role

Join our team as a Quantitative Analyst II in a remote US role, where you will be instrumental in developing sophisticated financial models and providing critical data-driven insights to optimize capital market strategies and strengthen risk management protocols.

Responsibilities

• Develop and enhance capital structuring and quantitative finance models for pricing Affirm’s consumer loan portfolio, enabling efficient deal execution.
• Build quantitative models to track portfolio risk metrics, strengthening risk management and optimizing asset utilization strategies.
• Analyze large-scale financial data and provide insights on capital markets deals to cross-functional teams, driving optimal and efficient capital market strategies.
• Evaluate and perform in-depth analysis to inform funding, product, and business decisions with cross-functional teams including Capital Markets, Treasury, Merchant Pricing, Credit, Commercial, Product, and Engineering.
• Structure Asset-Backed Security (ABS) transactions, forecast consumer loan performance, and build quantitative models using advanced statistical and mathematical techniques, leveraging Python, SQL, Intex, and Bloomberg.

Requirements

• Master’s degree (or foreign equivalent) in Mathematical Finance, Mathematics, or a related field, combined with 2 years of experience in:
  • SQL and Python for in-depth analysis of large-scale datasets.
  • Intex and Bloomberg for pricing fixed 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.
  • Stochastic Calculus, Fixed Income, Derivative Pricing, Statistics, and Machine Learning, with a strong understanding.