We’re looking for an intelligent, driven professional to join the Quantitative Research team. Quantitative Research collaborates with Credit, Merchant Pricing, Machine Learning, Computational Finance, and Capital Markets teams at Affirm to resolve complex, quantitative challenges facing these teams as well as drive innovation through independent research. As a member of QR, you will have the opportunity to develop and implement novel methods for estimating and optimizing our business economics.

What you'll do

• Architect, build, refine, and increase automation of research infrastructure for estimating the performance of outstanding loan portfolio and simulation framework for future loan originations
• Build algorithms to optimize consumer conversion rate subject to economic constraints
• Refine analytical framework for model monitoring and reporting with the Computational Finance team
• Collaborate with analytics teams to build models and deliver analyses across the firm
• Review model implementation, focusing on requirement verification and code quality and conducting code review for team members

What we look for

• Ability to draw analytical approaches from other fields and apply them in context
• 2-4 years of professional experience conducting quantitative analyses or building machine learning infrastructure
• Expertise in linear and non-linear optimization (local/global) approaches and customizing optimization algorithms
• Familiarity with statistics and machine learning techniques; experience with distributed computing platforms a plus
• Ability to tailor analysis to meet complex business considerations and functional needs
• Proficiency in developing strong, positive relationships and collaborating cross-functionally
• Desire to understand analytical models in the context of business decisions
• Undergraduate, Masters, or PhD in Computer Science, Math, Statistics, Operations Research or other quantitative field
• Existing GitHub presence a plus
• Intelligence + Humility. Hubris is the fastest way to blow up a bank