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- Tasks: Lead a team to develop and maintain cutting-edge market risk models for equities.
- Company: Join Goldman Sachs, a global leader in investment banking and finance.
- Benefits: Competitive salary, diverse workplace, training, and wellness programs.
- Why this job: Make a real impact in finance while working with top quantitative experts.
- Qualifications: PhD or relevant experience in quantitative fields; strong programming skills required.
- Other info: Dynamic environment with opportunities for growth and diversity.
The predicted salary is between 43200 - 72000 £ per year.
We are currently seeking experienced candidates for the position of Vice President in Market Risk Strats team within the Risk Division to lead Equities Market risk Strats. The Market Risk Strats team is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The team is primarily responsible for designing, implementing and maintaining quantitative models for metrics such as Value-at-Risk, Stress Tests and Capital.
Responsibilities
- Developing, refining and maintaining robust and production quality market risk models (such as value-at-risk, stress tests) and capital models covering Equities businesses.
- This involves identifying market risk factors for various equity products (derivatives) and building mathematical models to capture their economic and statistical characteristics.
- Implementing, testing and productionizing models and analytics.
- This involves prototyping models, implementing them and tests to ensure the quality of implementation as well as tests for the continuous functioning of the models.
- Performing pricing analyses, risk and capital impact analyses.
- Interact with various other groups such as risk managers, senior managers and stakeholders to explain the results of the models and analytics and provide quantitative advice.
- Leading a team of quantitative analysts, managing their day‑to‑day activities.
Basic Qualifications
- Strong quantitative skills with a PhD degree in a quantitative discipline (Physics, Mathematics, Quantitative Finance, Computer Science, Engineering, etc.) along with 5 years of relevant work experience or a Bachelor’s/Master’s degree in a quantitative discipline with 8 years of relevant work experience.
- Excellent command of mathematics, modeling and numerical techniques.
- Good knowledge of statistics, time series analysis, econometric modeling and probability theory.
- Strong programming skills and experience with a popular programming language (Java, C++, Python etc.).
- Hands‑on experience of developing pricing models/risk models for equities (derivatives).
- Experience in managing a team of quantitative analysts.
Market Risk Strats, Equities Risk, VP, London in City of London employer: Goldman Sachs Group, Inc.
Contact Detail:
Goldman Sachs Group, Inc. Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Market Risk Strats, Equities Risk, VP, London in City of London
✨Network Like a Pro
Get out there and connect with people in the industry! Attend events, join online forums, and reach out to professionals on LinkedIn. We all know that sometimes it’s not just what you know, but who you know that can help you land that VP role.
✨Show Off Your Skills
When you get the chance to chat with potential employers, don’t hold back! Share your experiences with quantitative models and risk analysis. We want to hear about your hands-on experience and how you’ve tackled challenges in the past.
✨Prepare for the Interview
Do your homework before the interview! Brush up on your knowledge of market risk models and be ready to discuss them in detail. We suggest practising common interview questions and even some technical ones related to equities and derivatives.
✨Apply Through Our Website
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are proactive and take the initiative to connect with us directly.
We think you need these skills to ace Market Risk Strats, Equities Risk, VP, London in City of London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Market Risk Strats role. Highlight your quantitative skills and relevant experience in developing market risk models. We want to see how your background aligns with what we’re looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about market risk and how your expertise can contribute to our team. Keep it concise but impactful – we love a good story!
Showcase Your Technical Skills: Don’t forget to highlight your programming skills and experience with quantitative analysis. Mention specific languages you’re proficient in, like Python or C++, and any relevant projects you've worked on. We’re keen to see your technical prowess!
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way to ensure your application gets into the right hands. Plus, it shows us you’re serious about joining our team at StudySmarter!
How to prepare for a job interview at Goldman Sachs Group, Inc.
✨Know Your Models Inside Out
Make sure you can discuss the quantitative models you've worked on in detail. Be prepared to explain how you developed, tested, and implemented them, especially in relation to Value-at-Risk and stress tests. This shows your depth of knowledge and hands-on experience.
✨Brush Up on Your Programming Skills
Since strong programming skills are crucial for this role, ensure you're comfortable discussing your experience with languages like Python, Java, or C++. You might even want to prepare for some technical questions or coding challenges that could come up during the interview.
✨Demonstrate Leadership Experience
As a VP, you'll be leading a team of quantitative analysts. Be ready to share examples of how you've managed teams in the past, including how you handled challenges and fostered collaboration. Highlighting your leadership style will show you're ready for this responsibility.
✨Engage with Stakeholders
You'll need to interact with various groups, so practice explaining complex quantitative concepts in simple terms. Think of examples where you've successfully communicated model results to non-technical stakeholders, as this will demonstrate your ability to bridge the gap between technical and business perspectives.
