At a Glance
- Tasks: Lead a team to design and maintain quantitative models for market risk in Equities.
- Company: Join Goldman Sachs, a leading global investment banking firm.
- Benefits: Competitive salary, comprehensive benefits, and opportunities for professional growth.
- Other info: Dynamic work environment with a focus on innovation and excellence.
- Why this job: Make a significant impact in the finance industry with cutting-edge quantitative strategies.
- Qualifications: PhD or extensive experience in quantitative fields and strong leadership skills.
The predicted salary is between 100000 - 150000 £ per year.
Goldman Sachs, Inc. is seeking a Vice President to lead its Market Risk Strats team within the Risk Division. This role focuses on designing and maintaining quantitative models for market risk, such as Value-at-Risk and Stress Tests, specifically for Equities.
The ideal candidate will have a strong quantitative background with a PhD or significant experience in relevant fields, and will be responsible for managing a team of analysts, ensuring the implementation and production quality of models.
VP, Equities Market Risk Strats — Lead Quant Models employer: Goldman Sachs, Inc.
Goldman Sachs is an exceptional employer, offering a dynamic work environment that fosters innovation and collaboration within the finance sector. Employees benefit from comprehensive professional development opportunities, a strong emphasis on diversity and inclusion, and the chance to work alongside some of the brightest minds in the industry. Located in a vibrant financial hub, the company provides unique advantages such as access to cutting-edge resources and a culture that encourages meaningful contributions to market risk strategies.
