Quantitative Analyst II (Capital Structuring & Analytics) @Affirm

Overview

The role of Quantitative Analyst II at Affirm involves working with the Capital Markets team to address consumer asset-backed transactions. The team focuses on structuring, pricing, and optimizing Affirm’s funding strategies, and the candidate will be integral in developing models that analyze consumer loan performance.

Key Responsibilities

• Evaluate, structure, and price consumer asset-backed transactions in partnership with the Capital Markets team.
• Develop and enhance capital structuring and pricing models for Affirm's consumer loan portfolio.
• Build quantitative models to analyze and predict the performance of consumer loans.
• Provide insights on capital markets deals to optimize funding strategies and merchant pricing.
• Collaborate with various teams, including Treasury, Merchant Pricing, Credit, Commercial, Product, and Engineering.

Requirements

• 2+ years of experience in structuring asset-backed transactions, forecasting loan performance, and building quantitative models.
• Familiarity with industry-standard tools like Intex or Bloomberg, and experience working with rating agencies.
• Proficient in SQL, Python, or other scripting languages.
• Strong interpersonal and communication skills, with the ability to collaborate across teams.
• A proactive leader who can drive projects and develop creative solutions.
• Interest in understanding the broader context of business decisions.

Benefits

• 100% of health premiums covered for employees and dependents.
• Monthly stipends for tech setup and health/wellness options.
• Flexible time off and generous holiday calendar.
• Employee stock purchase plan (ESPP) with discounts on Affirm stock.

Location

Remote - Canada

How to Apply

For more information and to submit your application, please visit Affirm's career page.

Deadline

This posting is for an existing vacancy.