VP/AVP, AI-Driven Market Risk Analytics

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

Job summary

Madison-Davis, LLC is seeking an AVP/VP for Market Risk/AI Modeling & Analytics in a hybrid New York environment. The role focuses on advancing AI capabilities for trading book risk modeling, including VaR, Stressed VaR, and stress testing, with production-grade AI solutions and automated data workflows.

Candidates should have strong Python skills, a deep understanding of market risk methodologies, and hands-on AI/data analytics experience to collaborate across Front Office, Risk, Technology,

Qualifications

• Strong Python programming skills and solid understanding of market risk methodologies.
• Hands-on experience with AI and data analytics to support risk modeling.

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 backfilling
• Develop scalable AI-driven frameworks for data quality monitoring, anomaly detection, and data remediation across trading book risk datasets
• Evaluate and incorporate emerging AI technologies to improve analytical workflows and operational efficiency across the risk modeling function
• Design and implement advanced statistical approaches to support evaluation, monitoring, and continuous improvement of AI-based models
• Build prototypes and production-ready analytical models utilizing large-scale financial datasets; collaborate with technology teams to ensure seamless integration of analytical solutions into production environments
• Work with model review and validation teams to ensure compliance with regulatory and firm governance standards applicable to both quantitative and AI models
• Present analytical findings, model results, and strategic recommendations to senior management and key stakeholders across the organization

Skills

Python programming

Market risk knowledge

AI & data analytics

Job description

Madison-Davis, LLC is seeking an AVP/VP for Market Risk/AI Modeling & Analytics in a hybrid New York environment. The role focuses on advancing AI capabilities for trading book risk modeling, including VaR, Stressed VaR, and stress testing, with production-grade AI solutions and automated data workflows.

Candidates should have strong Python skills, a deep understanding of market risk methodologies, and hands-on AI/data analytics experience to collaborate across Front Office, Risk, Technology,