I run a data science group in an am. Every problem we work with is a time series problem to one extent or another.

The thing is, the same can probably be said for what you are working on as well. Before you go and try something new, it’s always nice to prove your ability and interest in your current seat. This shows that you have outgrown it. It also gives you the ability to generate organic opportunities.

Finally, look more broadly than risk. As a general rule they look for a similar calibre if people as the front office. The work is less interesting and the pay is a lot worse. I’m obviously biased here but quant, sector quant and front office data science have a lot more exciting problems and a lot less academic environment. They will also eat up your current skill set.