Quantitative AI Engineer

THREAD BANK

Nashville, TN Job Details 8 hours ago Qualifications AI models Financial forecasting Financial model construction Engineering development testing Requirements design Credit risk assessment Tooling Banking analysis in risk and credit Consumer lending analysis in risk and credit AI platforms (beyond public GPTs) Machine learning projects SQL Machine intelligence Model deployment Bank experience Requirements analysis Industry knowledge of financial regulations Software documentation APIs Software testing Financial projection model development Technical project management Financial forecasting analysis AI-driven automation Business requirements Research findings presentation Model evaluation Fraud Detection Systems Python Data analysis software Full Job Description Who we are Thread Bank is a digital-first financial technology community bank that aims to enhance customer engagement through innovative solutions. Thread Bank offers a modern website, a CRM system, and a mobile app to simplify banking for businesses and individuals. Our embedded banking solution helps business technology platforms provide secure banking experiences. We also partner with other banks, credit unions, and FinTechs to integrate compliant financial solutions. Thread Bank values innovation, collaboration, and flexibility, offering excellent benefits and a family-friendly culture. What we are looking for Thread Bank is hiring a Quantitative AI Engineer who works at the intersection of quantitative modeling, software engineering, and applied artificial intelligence. This role owns the models behind risk, liquidity, and fraud decisions; builds and maintains the internal AI systems the bank depends on; provides quantitative advisory support across business lines; and serves as the bank's subject matter expert on AI coding agents. This is an in-person position in Nashville, Tennessee, reporting to the AI Product and Innovation Lead under the broader direction of the Head of Digital Strategy, with direct exposure to senior leaders across Finance, Treasury, Enterprise Risk Management, Financial Crimes Compliance, Embedded Banking, and the data platform teams. What you'll do Quantitative modeling and validation Develop and validate credit risk, liquidity, and fraud models, including backtesting against actual quarterly outcomes and documenting assumptions Run outcomes analysis comparing predicted loss distributions and liquidity forecasts to realized results Keep enterprise risk models current by incorporating realized loss events throughout the year Calibrate the cash management forecasting tool in partnership with Finance AI systems engineering Design, build, and maintain internal AI tooling from prototype through production Take the financial crimes analytics platform to full production and develop subsequent internal systems Own ongoing maintenance and monitoring of live systems, including the fintech onboarding portal, voice agent, financial crimes analytics platform, and enterprise risk models Write, evaluate, and keep production AI software running Quantitative advisory Provide quantitative modeling support across fraud, enterprise risk management, treasury, account analytics, and data teams Build and maintain Power BI reporting relied on by the Chief Financial Officer and Treasury, including account monitoring and deposit decay analysis Translate business questions into defensible quantitative outputs and communicate findings to senior leaders without jargon AI coding agent subject matter expert Set standards for how teams use AI coding agents, including project setup, context and instruction files, agent guardrails, testing, code review, and documentation Run enablement sessions, unblock teams, and raise quality standards so that agent-assisted work meets the same bar as all other shipped software Remain current on the AI coding agent landscape and advise on tooling decisions across the bank Qualifications Nashville office-based position, Monday through Friday Bachelor's or master's degree in a quantitative discipline, including statistics, mathematics, economics, finance, engineering, or computer science, or equivalent hands-on experience Applied quantitative modeling experience, including building, validating, and backtesting models, documenting assumptions, and quantifying uncertainty Strong command of Python and SQL, with fluency in JSON and other structured data formats and comfort reading API documentation Demonstrated proficiency using AI coding agents as primary development tools, with the ability to drive them to working software, validate results, and iterate quickly Ability to ship production AI systems end to end, covering data access, model or agent logic, evaluation, logging, monitoring, alerting, and escalation paths Demonstrated ability to convert ambiguous business questions into clear technical specifications, requirements, and documented outputs Applied knowledge of AI quality and governance practices, including confidence thresholds, human-in-the-loop review, sampling, audit trails, and rollback, built in partnership with compliance and risk teams Demonstrated ability to quantify business impact with clear assumptions and communicate results to senior leadership without technical jargon Track record of independently taking projects from concept through working, documented, and adopted production output. Model risk management experience under SR 11-7 or a comparable validation framework Hands-on work in credit loss modeling, liquidity forecasting, deposit behavior and decay analysis, or fraud and anomaly detection Experience building agentic AI systems, including tool use, retrieval, evaluation harnesses, and orchestration Proficiency in Power BI or a comparable business intelligence platform, plus solid Excel modeling skills Exposure to regulated environments and banking regulation, including BSA/AML, fair lending, and consumer compliance Familiarity with responsible AI practices, model documentation standards, and large language model evaluation Comfort with product practices such as requirements, user stories, and acceptance criteria Employee must be able to perform essential functions of the position and, if requested, Thread Bank will make reasonable accommodations to enable employees with disabilities to perform the essential functions of their job, absent undue hardship, in accordance with the ADA. Thread Bank is an Equal Opportunity Employer. Thread Bank does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, non-disqualifying physical or mental disability, national origin, veteran status or any other basis covered by appropriate law. All employment is decided on the basis of qualifications, merit, and business need. By submitting your application, you give Thread Bank permission to email, call, or text you using the contact details provided. We will only contact you with job-related information.