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AVP of Financial & Emerging Risk Management, Stress Testing and AI Automation Tidal Financial Group Chicago, IL Job Details Full-time $95,000 - $140,000 a year 17 hours ago Qualifications AI models Performance dashboard reports Stress testing simulations Stakeholder engagement Program design Program management Data visualization software proficiency Business intelligence Computer Science Predictive modeling analysis Automation Credit risk assessment Tooling 5 years Dashboard creation Experience at asset management companies Business intelligence report generation Dashboard creation support System design Mathematics Improving operational efficiency Financial dashboard reporting Business intelligence tools Machine intelligence Math Liquidity risk management implementation Bachelor's degree Portfolio stress testing strategy Forecasting Third-party risk management Full Job Description The Tidal Financial Group is a leading ETF investment technology platform dedicated to creating, operating, and growing ETFs. We combine expertise and innovative partnership approaches to offer comprehensive, value-generating ETF solutions. Our platform offers best-in-class strategic guidance, product planning, trust and fund services, legal support, operations support, marketing and research, and sales and distribution services.

About the role:

Tidal's Assistant Vice President ("AVP") of Financial & Emerging Risk Management, Stress Testing and AI & Automation is a dynamic multi-disciplinary role that will be a valued contributor in delivering and managing our AI-driven Program target state. The AVP will leverage their technical capabilities to use automation, AI and modeling to support our target state mission, which will deliver a fully integrated Program that maximizes the efficiency and value of its processes and reporting. The core components of our Program the AVP will support include the following: Financial Risk Management (Market, Credit/Counterparty, Liquidity), Emerging Risk Management, Stress Testing and AI & Automation including Risk Intelligence. Reporting directly to the VP of Risk Management, the candidate fortunate to earn our exceptional AVP career opportunity will bring a passionate, entrepreneurial & disciplined mindset towards ensuring we maximize our Program's contribution and value to Tidal's continued growth and operational complexity. What you'll do:

Financial Risk Management:

Build and manage a Financial Risk Management program that includes counterparty & credit, market, and liquidity risk identification, assessment, controls and risk appetite limits at the enterprise and across all funds. Derivatives Risk Management Program (DRMP) - Tidal's DRMP satisfies SEC Rule 18f-4 and is one of the largest DRMPs in the country. Earn an opportunity to become a designated 18f-4 Derivative Risk Manager (DRM) by optimizing our Value-at-Risk ("VaR"), Stress Testing and Backtesting data and reporting using automation, AI and quantitative modeling. Liquidity Risk Management Program (LRMP) - Manage Tidal's LRMP that satisfies SEC Rule 22e-4 including ensuring defensible liquidity classification of fund investments including satisfaction of illiquid investment limits and optimizing processes and reporting using automation, AI and quantitative modeling.

Emerging Risk Management:

Build and manage an Emerging Risk Management program that identifies, assesses and monitors emerging risks facing Tidal to drive prudent discussions and decisions on paths to potentially mitigate their impact.

Stress Testing:

Build and manage a Stress Testing Program with stress scenarios designed based on material risks, control weaknesses & issues/incidents to stress risks & related risk appetite. Utilize stress scenarios to understand impact on capital, liquidity, operations & ETFs ability to satisfy regulatory limits. Risk Intelligence - Design and implement Tidal's Risk Intelligence data and reporting using automation, AI (ex. LLM, machine/deep learning), quantitative modeling, and visualization tools to deliver highly efficient data-driven risk insights and forward-looking predictive analytics & forecasts to drive proactive risk-informed decisions. Integrated Central System - Design and implement our Program's integrated central system that will store, review, update and link our risks, controls, risk appetite limits, issues, counterparties, third-party vendors & policies/governing documents. Cross-Functional Leadership - A trusted partner across Tidal's growth-oriented, entrepreneurial culture by providing balanced challenge, thoughtful insights, and practical recommendations.

Qualifications:

Bachelor's degree in Data Science, Econometrics, Advanced Mathematics, Financial Engineering, Computer Science or related technical degrees. 5+ years of relevant experience in risk management and/or related quantitative discipline within asset/investment management, ETF platforms, or broader financial services preferred. Demonstrated knowledge and experience using AI (LLM, machine/deep learning) and building quantitative models to deliver forward-looking predictive analytics and forecasts. Demonstrated knowledge and experience in building and using automation and data visualization tools to streamline complex processes and build reporting including dashboards with insightful and actionable information. Practical understanding of enterprise risk & governance frameworks including risk identification & assessment, controls, risk appetite limits and stress testing preferred. Practical understanding of trading, ETFs, derivatives risk, including options, swaps, futures, structured instruments, margining, collateral, and liquidity risk preferred. Exceptional written and verbal communication skills, with ability to translate complex issues into clear and actionable decisions. Ability to thrive in a fast-paced, high-growth, entrepreneurial environment, balancing structure with adaptability. Strong interpersonal skills and ability to influence stakeholders. The pay range for this role is: 95,000 - 140,000 USD per year(Remote)