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- Tasks: Lead a team to develop and maintain cutting-edge market risk models for equities.
- Company: Join Goldman Sachs, a leading global investment banking firm with a diverse culture.
- Benefits: Enjoy competitive vacation policies, health support, and financial education resources.
- Why this job: Make a real impact in the finance world while advancing your career in a dynamic environment.
- Qualifications: PhD or relevant experience in quantitative disciplines; strong programming and analytical skills required.
- Other info: Opportunities for professional growth and a commitment to diversity and inclusion.
The predicted salary is between 72000 - 108000 £ 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 designing 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.
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.
We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.
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.
Risk - Quantitative Engineering - Vice President - 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 Risk - Quantitative Engineering - Vice President - London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and risk management sectors. Attend industry events or webinars, and don’t be shy about introducing yourself. You never know who might have the inside scoop on job openings.
✨Tip Number 2
Prepare for interviews by brushing up on your technical skills. Since this role involves quantitative models, be ready to discuss your experience with Value-at-Risk and stress tests. Practise explaining complex concepts in simple terms – it’ll impress the interviewers!
✨Tip Number 3
Showcase your leadership skills! If you’ve managed teams before, be sure to highlight that experience. Talk about how you’ve guided analysts and contributed to their professional growth – it’s a big plus for a Vice President role.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are proactive and engaged with our company. Let’s get you that dream job!
We think you need these skills to ace Risk - Quantitative Engineering - Vice President - London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your quantitative skills and relevant experience in market risk. Use keywords from the job description to show that you understand what we're looking for.
Showcase Your Projects: Include specific examples of projects where you've developed or implemented market risk models. This will help us see your hands-on experience and how you can contribute to our team.
Be Clear and Concise: When writing your application, keep it clear and concise. We appreciate straightforward communication, so avoid jargon and get straight to the point about your qualifications.
Apply Through Our Website: Don't forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it’s super easy!
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 these models, especially those related to Value-at-Risk and stress tests. This will show your depth of knowledge and hands-on experience.
✨Brush Up on 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.
✨Prepare for Team Leadership Questions
As a Vice President, you'll be leading a team of quantitative analysts. Think about your leadership style and be ready to share examples of how you've managed teams in the past, including how you handle conflicts and motivate your team members.
✨Understand the Business Context
Familiarise yourself with the equities market and the specific challenges it faces. Being able to discuss current trends and how they impact risk management will demonstrate your strategic thinking and understanding of the business environment.
