Profile cover
D

AI Municipal Bond Default Risk Modeler

Dominic Johansson

Full-time · Job · New_York

About the role

We just won a mandate to build default risk coverage for municipal bonds after our existing corporate credit models proved the concept, and we're scaling fast to deliver. Our problem: municipal issuers report financials on inconsistent schedules with very different disclosure standards from corporate borrowers, and our current models don't handle that well. You'll build the solution: a default risk model tuned specifically for municipal issuers, incorporating tax base trends, pension liabilities, and local economic indicators. You'll join a structured team with defined sprints and regular reviews with our risk committee, who will rely on your model for real investment decisions.

Responsibilities

  • Build default risk models tuned for municipal bond issuers
  • Incorporate tax base, pension, and local economic indicators
  • Handle inconsistent municipal financial disclosure schedules
  • Present model outputs to the risk committee
  • Backtest model performance against historical defaults

Requirements

  • 6+ years in credit risk modeling, ideally fixed income
  • Strong R or Python statistical modeling background
  • Experience with public sector or municipal finance data
  • Comfortable presenting to investment committees
  • Advanced degree in finance, economics, or statistics a plus

Benefits

  • Hybrid schedule with 2 days in office
  • Comprehensive health and retirement benefits
  • Annual performance bonus
  • Bloomberg terminal access
  • Professional certification support

Keep exploring related roles

Use these topic pages to discover more roles in the same hiring cluster.

Job Type

Full-time

Level

Senior

Language

English

Salary Range

$160k – $200k / year

AI Expertise

data science & analytics AI & Machine Learning Engineers

Skills

python r statistics scikit-learn sql tableau

Ready to apply for this role?

Create a free talent account in under 2 minutes.

  • Apply to verified AI companies
  • Get AI-matched job recommendations
  • Message hiring managers directly
  • Build your public AI talent profile

Interested in this role? Create your free profile to apply.

Apply — create free profile