AI Director

SO Digital has undertaken a confidential search working with a leading capital markets firm looking for a Technical Leader to Head AI across their fixed income and investment banking businesses.

The role:

You’ll be the senior technical authority for the function, reporting to the MD. This isn’t a strategy-only seat - it’s 85-90% hands-on, leading flagship AI/ML projects across pricing, risk, credit, rates, and origination. You’ll direct model development for illiquid instrument valuation, price/spread forecasting, prepayment and default risk, and yield curve dynamics — while mentoring a team of data scientists and acting as the bridge between the desk and the executive committee.

What we’re looking for:

• 10+ years in data science/ML applied to fixed income or capital markets
• Deep hands-on expertise: Python (or R), cloud platforms, modern ML frameworks, causal inference, deep learning, time series
• Strong working knowledge of fixed income fundamentals — duration, convexity, yield curves, credit spreads, rate models
• Palantir Foundry/AIP experience a strong plus
• Familiarity with vector databases, knowledge graphs, and LLM application frameworks
• Master’s or higher in Data Science, Statistics, CS, Financial Engineering, Quantitative Finance, or related
• Proven ability to influence senior stakeholders — MDs, traders, execs. You need to be credible in that room, not just capable on paper
• Experience mentoring or leading a small team

The package:

• $300K–$400K base + competitive equity
• On-site, 5 days/week - New York, NY
• H1B transfers welcome
• Full-time, permanent

If your background sits at the intersection of AI/ML and fixed income and you’re ready for a senior technical leadership seat at this level, apply here or send an email to [email protected]

Placed exclusively by SO Digital Recruitment - Specialist Search for Data & AI talent in the US.

Our client is an equal opportunities employer and actively promotes diversity and inclusion across their teams. Applications are welcome from all qualified candidates.