AVP/VP Market Risk/AI Modeling & Analytics

Madison-Davis; New York (NY); Hybrid; USD 152,000 - 195,000; Full time

Job summary

Madison-Davis, LLC seeks a VP-level professional to advance market risk analytics and AI modeling capabilities in New York. The role focuses on production-grade solutions that enhance data infrastructure, automate data processing workflows, and support VaR, stressed VaR, and related risk models.

You will apply deep quantitative methods with Generative AI expertise, using Python and cross-functional collaboration across Front Office, Risk, Technology, and Data teams to deliver scalable, compliant

Qualifications

• Advanced degree in finance, statistics, or a closely related field.
• Strong programming skills in Python and experience with AI/ML for risk models.
• Experience building production-grade analytics for market risk data infrastructures.

Responsibilities

• Lead design and implementation of Agentic AI and Generative AI solutions for market risk data processing.
• Develop scalable AI-driven frameworks for data quality monitoring and anomaly detection.
• Collaborate with Front Office, Risk, Technology and Data teams to deploy production-grade models and workflows.
• Present findings and strategic recommendations to senior management.

Skills

Python

Market risk

AI/ML

Data analytics

Team collaboration

Education

Advanced degree in finance, statistics, or related field

Tools

Python

Pandas

SQL

Job description

Title: AVP/VP Market Risk/AI Modeling & Analytics Office Status: Hybrid New York, NY Base Salary: $152k $195k + Bonus

ABOUT THE ROLE

This Vice President opportunity sits within the Trading Book Risk Modeling team of a global financial institution. The role offers a high-impact mandate to advance the firm's data analytics and AI capabilities in support of trading book risk modeling, combining deep quantitative analytics expertise with cutting-edge AI and Generative AI development. You'll be responsible for building production-grade solutions that enhance market risk data infrastructure, automate data processing workflows, and support key trading book risk models. These include VaR, Stressed VaR, Sensitivity Analysis, and Stress Testing. It's an ideal fit for a quantitatively rigorous professional with hands-on AI and data analytics experience;someone who pairs strong Python programming skills with a solid understanding of market risk methodologies and can collaborate effectively across Front Office, Risk, Technology, and Data teams.

RESPONSIBILITIES

Lead the design and implementation of Agentic AI and Generative AI solutions to automate and enhance market risk data processing, time series construction, and historical data backfillingDevelop scalable AI-driven frameworks for data quality monitoring, anomaly detection, and data remediation across trading book risk datasetsEvaluate and incorporate emerging AI technologies to improve analytical workflows and operational efficiency across the risk modeling functionDesign and implement advanced statistical approaches to support evaluation, monitoring, and continuous improvement of AI-based modelsBuild prototypes and production-ready analytical models utilizing large-scale financial datasets;collaborate with technology teams to ensure seamless integration of analytical solutions into production environmentsWork with model review and validation teams to ensure compliance with regulatory and firm governance standards applicable to both quantitative and AI modelsPresent analytical findings, model results, and strategic recommendations to senior management and key stakeholders across the organization