Profile cover
D

AI Stress Testing Scenario Generator

Dominic Johansson

Full-time · Job · New_York

About the role

Financial regulators require banks to test their portfolios against extreme but plausible scenarios: a simultaneous market crash and interest rate spike, a geopolitical event triggering commodity supply disruption, a pandemic-driven credit deterioration across multiple sectors. Designing these scenarios currently requires a team of economists spending weeks defining coherent multi-variable stress paths. Our scenario generator uses generative models trained on historical crisis data to produce novel stress scenarios that are internally consistent (if oil prices spike, transportation costs rise and consumer spending falls) and calibrated to specified severity levels. You'll build the generation pipeline and the consistency validation engine that ensures scenarios obey economic logic. The risk modeling team is five people. You'll work alongside a financial economist who defines what "plausible" means and validates that generated scenarios would survive regulatory scrutiny.

Responsibilities

  • Build generative models for multi-variable financial stress scenarios
  • Design consistency validation ensuring economic coherence across variables
  • Calibrate scenarios to specified severity levels and probability ranges
  • Create evaluation frameworks comparing generated vs historically observed crises
  • Support regulatory submission preparation with scenario documentation
  • Expand scenario generation to new asset classes and risk factors

Requirements

  • 3+ years in quantitative finance, risk modeling, or applied ML
  • Understanding of financial markets and macroeconomic relationships
  • Experience with generative models or scenario analysis
  • Strong Python and statistical modeling skills
  • Familiarity with stress testing regulatory frameworks is a plus

Benefits

  • Fully remote with flexible schedule
  • Competitive salary plus bonus
  • Comprehensive health coverage
  • $3,500 professional development budget
  • Work at the intersection of AI and financial regulation

Keep exploring related roles

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

Categories

data science & analytics AI & Machine Learning Engineers

Skills

python pytorch statistics sql pandas

Related remote AI jobs

Nearby roles that share similar skills, categories, or hiring intent.

Browse all jobs

Senior AI Researcher- Pre-training (f/m/d)

RemoteAI company

Full-time Senior

Technical Writer

RemoteAI company

Part-time

Senior Product Security Engineer

RemoteAI company

Full-time Senior

AI Resident UK/EMEA

RemoteAI company

Full-time

Senior AI R&D Engineer – Model Training (f/m/d)

RemoteAI company

Full-time Senior

Senior Machine Learning Engineer (Clinical Team)

RemoteAI company

Full-time Senior

Job Type

Full-time

Level

Mid-Level

Language

English

Salary Range

$100k – $130k / year

AI Expertise

data science & analytics AI & Machine Learning Engineers

Skills

python pytorch statistics sql pandas docker

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
Create free account & apply Log in

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

Apply — create free profile