We are looking for a self-starter with a background in interest rates/FX to help build out Affirm's financial risk management practice. As an integral part of our Treasury team, you will have the opportunity to own the development of new analytical capabilities and cross functional processes. A strong candidate will not only have the technical skills to support their recommendations, but is also comfortable working in an ambiguous and constantly evolving environment. Attention to detail, strong organizational skills, and a passion for learning are also keys to your success.
What you'll do:
Interest rate risk
- Run and enhance interest rate sensitivity model to ensure interest rate exposures remain within risk appetite
- Partner with Funding Planning and Capital Markets teams to develop recommendations for interest rate risk management actions to Capital leadership
- Lead projects to extend US risk management practices to international businesses
- Cultivate relationships with dealers
- Maintain interest rate risk reporting, conduct ad hoc analyses
- Partner with Accounting, support SOX compliance for interest rate derivatives
- Monitor and analyze economic and market information to determine potential impacts on FX exposures
- Develop analytics and cross-functional processes to monitor FX risk exposure
- Design and calibrate FX risk limits, cash-flow at risk simulations, and generate ad hoc analyses
- Develop recommendations for FX risk management actions
- Measure portfolio investment performance and provide regular updates to management
- Recommend and implement updates to investment guidelines as needed
- Support SOX compliance for investment program
- Prepare investment income forecasts
- Collaborate with Liquidity Planning team to manage liquidity needs
- Prepare investment portfolio risk and performance reports, conduct ad hoc analyses
What we look for:
- 5+ years of experience in interest rate and/or FX sales, trading, risk management or an equivalent background in corporate finance or investment banking
- Proven analytical and quantitative modeling skills
- Demonstrated experience with interest rate and FX derivatives
- Proficiency in macroeconomics, financial markets, and financial instruments
- Strong communication skills with ability to work autonomously in a fast paced and rapidly evolving environment
- Bachelor's degree in Business, Finance, Accounting or related field
Location - Remote U.S.
Grade - USA28
Please note that visa sponsorship is not available for this position.
Affirm is proud to be a remote-first company ! The majority of our roles are remote and can be located anywhere in the U.S. and Canada (with the exception of the U.S. Territories, Quebec, Yukon, Nunavut, and the Northwest Territories) unless the job indicates a different global location. We are currently building operations in Spain, Poland, and Australia. Employees in remote roles have the option of working remotely or from an Affirm office in their country of hire, and may occasionally travel to an Affirm office or elsewhere for required meetings or team-building events. Our offices in Chicago, New York, Pittsburgh, Salt Lake City, San Francisco and Toronto will remain operational and accessible for anyone to use on a voluntary basis, subject to local COVID-19 guidelines.
All full-time jobs at Affirm (excluding interns and apprentices) are tied to a transparent grade-based pay range taking location into account.
[Colorado Candidates] In accordance with Colorado's Equal Pay for Equal Work Act , the grade for this position in Colorado is listed above. You can find the Colorado base pay range and benefits here .
If you got this far, we hope you're feeling excited about this role. Even if you don't feel you meet every single requirement, we still encourage you to apply. We're eager to meet people who believe in Affirm's mission and can contribute to our team in a variety of ways-not just candidates who check all the boxes.
At Affirm, People Come First is one of our core values, and that's why diversity and inclusion are vital to our priorities as an equal opportunity employer. You can read about our D&I program here and our progress thus far in our 2021 DEI Report .
We also believe It's On Us to provide an inclusive interview experience for all, including people with disabilities. We are happy to provide reasonable accommodations to candidates in need of individualized support during the hiring process.