포지션 상세
xAI's mission is to create AI systems that can accurately understand the universe and aid humanity in its pursuit of knowledge. As a Finance Risk Expert, you will be essential in advancing xAI's cutting-edge AI systems by providing high-quality annotations, expert evaluations, and detailed risk reasoning using specialized labeling tools. You will collaborate closely with technical teams to support the development and refinement of new AI capabilities, with a primary focus on quantitative financial risk management domains.
• Consistently produce high-quality, curated data that adheres to strict quantitative and regulatory standards
• Collaborate with engineers and researchers to develop and iterate on new training tasks, risk-specific benchmarks, and evaluation frameworks
• Provide constructive feedback to improve the efficiency, precision, and usability of annotation and data-collection tools
• Solve challenging problems from financial risk domains including market risk modeling (VaR, ES, historical/Monte Carlo simulation, parametric methods)
• Address credit risk and counterparty credit risk (PD/LGD/EAD modeling, CVA/DVA/FVA, wrong-way risk)
• Handle liquidity risk and funding risk (LCR/NSFR, stress liquidity gaps, contingent funding)
• Perform operational and model risk assessment & governance
• Conduct stress testing, scenario analysis, and reverse stress testing (CCAR/DFAST, ICAAP)
• Execute risk attribution, decomposition, and backtesting frameworks
• Evaluate economic capital, regulatory capital (Basel III/IV), and risk-adjusted performance metrics (RAROC)
• Integrate Climate/ESG risk and emerging non-financial risks
• Deliver rigorous critiques of model outputs, mathematical derivations, sensitivity analyses, and quantitative reasoning traces
• Interpret, analyze, and execute tasks efficiently based on detailed and evolving instructions
• Excellent written and verbal English communication skills (technical reports, regulatory documentation, explanatory breakdowns)
• Strong familiarity with financial risk data sources and platforms (Bloomberg, Refinitiv, Moody's Analytics, S&P Capital IQ, RiskMetrics, internal bank risk systems, Basel/FRB datasets, etc.)
• Exceptional analytical reasoning, attention to detail, and ability to exercise sound judgment with incomplete or ambiguous data
• Genuine passion for quantitative risk management, financial stability, regulatory frameworks, extreme event modeling, and application of frontier AI to risk problems
주요업무
• Use proprietary annotation and evaluation software to deliver accurate labels, rankings, critiques, and comprehensive solutions on assigned projects• Consistently produce high-quality, curated data that adheres to strict quantitative and regulatory standards
• Collaborate with engineers and researchers to develop and iterate on new training tasks, risk-specific benchmarks, and evaluation frameworks
• Provide constructive feedback to improve the efficiency, precision, and usability of annotation and data-collection tools
• Solve challenging problems from financial risk domains including market risk modeling (VaR, ES, historical/Monte Carlo simulation, parametric methods)
• Address credit risk and counterparty credit risk (PD/LGD/EAD modeling, CVA/DVA/FVA, wrong-way risk)
• Handle liquidity risk and funding risk (LCR/NSFR, stress liquidity gaps, contingent funding)
• Perform operational and model risk assessment & governance
• Conduct stress testing, scenario analysis, and reverse stress testing (CCAR/DFAST, ICAAP)
• Execute risk attribution, decomposition, and backtesting frameworks
• Evaluate economic capital, regulatory capital (Basel III/IV), and risk-adjusted performance metrics (RAROC)
• Integrate Climate/ESG risk and emerging non-financial risks
• Deliver rigorous critiques of model outputs, mathematical derivations, sensitivity analyses, and quantitative reasoning traces
• Interpret, analyze, and execute tasks efficiently based on detailed and evolving instructions
자격요건
• Master's or PhD in Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Econometrics, Risk Management, Operations Research, Physics, Computer Science (with risk/finance focus), or equivalent professional experience• Excellent written and verbal English communication skills (technical reports, regulatory documentation, explanatory breakdowns)
• Strong familiarity with financial risk data sources and platforms (Bloomberg, Refinitiv, Moody's Analytics, S&P Capital IQ, RiskMetrics, internal bank risk systems, Basel/FRB datasets, etc.)
• Exceptional analytical reasoning, attention to detail, and ability to exercise sound judgment with incomplete or ambiguous data
• Genuine passion for quantitative risk management, financial stability, regulatory frameworks, extreme event modeling, and application of frontier AI to risk problems
