About the role

Quantitative Analyst structuring and pricing asset-backed funding for Affirm’s buy-now-pay-later consumer loans. Building models that optimize capital strategy and predict loan performance.

Responsibilities

Work closely with the Capital Markets team to evaluate, structure, and price consumer asset-backed transactions
Develop and enhance capital structuring and pricing models for Affirm’s consumer loan portfolio
Build quantitative models to analyze and predict consumer loan performance
Provide insights on capital markets deals to cross-functional teams for optimized funding strategy and merchant pricing
Partner with Capital Markets, Treasury, Merchant Pricing, Credit, Commercial, Product, and Engineering teams on funding, product, and business decisions

2+ years of relevant experience structuring asset-backed transactions, forecasting consumer loan performance, and/or building quantitative models
Experience with industry-standard tools such as Intex/Bloomberg
Experience working with accountants, rating agencies, and internal/external partners
Experience with SQL, Python, or other scripting languages
Strong interpersonal and communication skills
Ability to collaborate and influence across different teams
Proactive leadership, project-driving, ambiguity navigation, and creative problem-solving with minimal guidance
Desire to understand the broader context of business decisions

Monthly stipends for health, wellness and tech spending
100% subsidized medical coverage for employees and dependents
Dental and vision coverage for employees and dependents
Flexible Spending Wallets with stipends for Technology, Food, Lifestyle needs, and family forming expenses
Competitive vacation and holiday schedules
Employee stock purchase plan enabling discounted Affirm share purchases
Reasonable accommodations during the hiring process