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AI Portfolio Risk Analyst

Dominic Johansson

Full-time · Job · New_York

About the role

Traditional portfolio risk models assume returns follow normal distributions. They don't — and the tails are where the danger lives. Our risk platform uses ML to model the fat-tailed, non-stationary return distributions that actually characterize financial markets, giving asset managers a more honest view of their portfolio risk. You'll build and refine the risk models: estimating tail risk with extreme value theory enhanced by ML, modeling regime changes that shift return distributions during market stress, constructing stress scenarios based on historical crises and synthetic worst-case paths, and backtesting risk forecasts against realized losses to measure model reliability. Financial risk is one of the most demanding ML applications — the data is noisy, non-stationary, and adversarially manipulated. Models that overfit historical data give false confidence. Models that are too conservative become useless. You'll navigate this tradeoff with statistical rigor and financial intuition.

Responsibilities

  • Build fat-tailed risk models combining extreme value theory with ML techniques
  • Model regime changes shifting return distributions during market stress periods
  • Construct stress test scenarios from historical crises and synthetic worst-case paths
  • Backtest risk forecasts against realized portfolio losses for model validation
  • Present risk methodology and findings to portfolio management teams

Requirements

  • 5+ years in quantitative finance, risk modeling, or financial ML
  • Strong PyTorch and scikit-learn skills for distribution modeling
  • Deep statistical expertise including extreme value theory
  • SQL proficiency for financial time series analysis
  • Experience communicating risk concepts to portfolio managers

Benefits

  • Fully remote — US East Coast hours
  • Senior compensation with performance bonus
  • $3,000 learning budget
  • Advancing financial risk measurement methodology

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Categories

data science & analytics

Skills

python pytorch scikit-learn statistics sql

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Language

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Salary Range

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AI Expertise

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Skills

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