The Role
4-Xtra Technologies is seeking a senior financial services professional to serve as advisor on scenario design, regulatory stress testing, and financial industry go-to-market strategy. This role complements the technical team by providing deep domain expertise in enterprise risk management, macroeconomic scenario construction, and the regulatory frameworks that drive demand for 4-Xtra's AI-powered extreme forecasting and synthetic scenario generation platforms. The role will also focus on piloting sales by building a growing customer base of business and financial actors. The advisor will bridge the gap between 4-Xtra's quantitative research capabilities and the practical requirements of financial institution clients, guiding product development toward commercially viable use cases and strengthening credibility in client conversations. A strategic view and sustained action on expanding the 4-Xtra ML predictive tools from FinTech to other verticals and application domains (such as HealthTech and environment) is desirable.
Primary Objectives
* Immediate Actions. Focus on revenue traction, ensure MVP pilot sales to select customer segment
* Scenario Design Expertise. Advise on the design of macroeconomic stress testing scenarios aligned with regulatory requirements (FINMA, PRA, ECB/SSM, Fed CCAR/DFAST). Ensure 4-Xtra's scenario generation engine produces outputs that meet the standards expected by bank and insurance risk departments. Provide guidance on scenario narrative construction, variable selection, and coherence across risk types.
* Financial industry go-to-market. Guide product positioning for financial institution clients — private banks, insurers, asset managers. Advise on client pain points in regulatory stress testing, ICAAP/ILAAP scenario development, and IFRS 9/CECL provisioning. Support client demonstrations and PoC scoping by providing domain context that technical team members may lack.
* System integration guidance. Advise on how 4-Xtra's product integrates into existing financial institution infrastructure — risk platforms (Murex, Calypso, Numerix, SAS Risk Management), market data environments (Bloomberg, Refinitiv, SIX Financial Information), regulatory reporting pipelines (BCBS 239, FINREP/COREP), and internal model governance frameworks (MRM, model validation). Ensure product architecture decisions account for real-world enterprise integration requirements.
* Regulatory and standards alignment. Keep the team informed of evolving regulatory expectations (Basel III.1 implementation, PRA/FINMA supervisory priorities, EU AI Act implications for risk models). Advise on BCBS 239 data aggregation and risk reporting standards. Support grant applications (IUK, EPSRC) by providing industry credibility and financial services use case validation.
Personal Specification
Qualifications & Training:
Essential - Advanced degree (MSc or MBA) in a quantitative or business discipline from a top-tier institution. Professional risk certification (FRM, PRM) or equivalent demonstrated expertise.
Desirable - PhD or research background in a quantitative discipline. Additional certifications in AI/ML (e.g. MIT, Stanford, Coursera specialisations). Engineering or technical undergraduate degree.
Experience:
Essential - Minimum 10 years in financial services risk management at a major institution (G-SIB, large insurer, or regulator). Direct experience designing or overseeing macroeconomic stress testing scenarios for regulatory submissions (FINMA, PRA, ECB, or equivalent). Senior stakeholder engagement — board risk reporting, CRO/CFO presentations, regulatory interactions.
Desirable - Experience with AI/ML applications in risk management — agentic AI, knowledge graphs, LLM-based scenario generation. Programme management of large-scale regulatory transformation (Basel III, BCBS 239). Capital management or risk appetite framework experience at group level.
Qualities & Attitude:
Essential - Minimum 10 years in financial services risk management at a major institution (G-SIB, large insurer, or regulator). Direct experience designing or overseeing macroeconomic stress testing scenarios for regulatory submissions (FINMA, PRA, ECB, or equivalent). Senior stakeholder engagement — board risk reporting, CRO/CFO presentations, regulatory interactions.
Desirable - Entrepreneurial mindset — comfortable advising a pre-revenue startup alongside a corporate career. Interest in the intersection of AI and financial risk management. Network in Swiss and/or UK financial services that could accelerate client introductions.
Domain Knowledge:
Essential - Deep expertise in regulatory stress testing frameworks (ICAAP, ILAAP, CCAR, DFAST, FINMA LPA). Understanding of risk platforms, market data systems, and enterprise integration patterns in banking. Familiarity with scenario design methodologies — structural, historical, hypothetical, reverse stress testing.
Desirable - Knowledge of emerging regulatory frameworks (EU AI Act, DORA, MiCA) as they apply to risk model governance. Experience with IFRS 9/CECL provisioning scenarios. Understanding of extreme value theory, tail risk, or synthetic data generation as applied in financial risk.
Key Competencies
Scenario design & risk expertise - Proven track record designing regulatory and internal stress scenarios across multiple risk types (credit, market, operational, liquidity).
Industry Navigation - Ability to open doors at financial institutions and guide product positioning based on deep understanding of client buying processes and pain points.
Cross-functional communication - Able to bridge quantitative research and commercial requirements — translating between academic/ML teams and financial industry stakeholders.
What we offer
Location - London or Zurich-based preferred; remote with periodic meetings globally.
Hours of work - Part-time advisory (approx. 2–4 days per month)
Salary and benefits - Advisory cash retainer, to be negotiated.