Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- 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: Diverse workplace, training programs, wellness initiatives, and career growth opportunities.
- 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 and analytical skills.
- Other info: Dynamic environment with a commitment to diversity and inclusion.
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.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran's status, disability, or any other characteristic protected by applicable law.
Market Risk Strats, Equities Risk, VP, 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
✨Network Like a Pro
Get out there and connect with people in the industry! Attend events, join online forums, and don’t be shy about reaching out to folks 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, make sure to highlight your quantitative skills and experience with market risk models. We want to see you confidently discuss your past projects and how they relate to the role. Bring your A-game!
✨Prepare for the Technical Grill
Expect some tough technical questions during interviews, especially around programming and model implementation. Brush up on your coding skills and be ready to solve problems on the spot. We believe in being prepared, so practice makes perfect!
✨Apply Through Our Website
Don’t forget to apply directly through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who take the initiative to engage with us directly. Let’s make it happen!
We think you need these skills to ace Market Risk Strats, Equities Risk, VP, 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 any hands-on experience with pricing or risk models. We’re keen on seeing your proficiency in languages like Python or C++, so make sure that stands out!
Apply Through Our Website: We encourage you to apply through our website for the best chance of getting noticed. It’s straightforward, and you’ll be able to submit all your documents in one go. Let’s get your application rolling!
How to prepare for a job interview at Goldman Sachs Group, Inc.
✨Know Your Models Inside Out
Make sure you have a deep understanding of the market risk models you'll be discussing. Brush up on Value-at-Risk, stress tests, and capital models. Be ready to explain how you've developed or refined these models in your previous roles.
✨Showcase Your Programming Skills
Since strong programming skills are crucial for this role, prepare to discuss your experience with languages like Python, Java, or C++. Bring examples of projects where you've implemented quantitative models, and be ready to talk about any challenges you faced and how you overcame them.
✨Prepare for Team Leadership Questions
As a VP, you'll be leading a team of quantitative analysts. Think about your management style and be prepared to share examples of how you've successfully led teams in the past. Highlight your ability to mentor and develop talent within your team.
✨Engage with Stakeholders
You'll need to interact with various groups, so practice explaining complex quantitative concepts in simple terms. Prepare to discuss how you've communicated model results to non-technical stakeholders and how you’ve provided quantitative advice in your previous roles.
