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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: Enjoy diverse opportunities for growth, wellness programs, and competitive benefits.
- Why this job: Make a real impact in the finance world with your quantitative expertise.
- Qualifications: PhD or relevant experience in quantitative fields; strong programming and analytical skills.
- Other info: Be part of a diverse team committed to innovation 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) 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).
- 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.
Market Risk Strats, Equities Risk, VP, London employer: Goldman Sachs
Contact Detail:
Goldman Sachs Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Market Risk Strats, Equities Risk, VP, 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 asking for informational interviews. We all know that sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Prepare for those tricky interview questions! Brush up on your quantitative skills and be ready to discuss your experience with market risk models. We recommend practising with a friend or using mock interview platforms to get comfortable with articulating your thoughts.
✨Tip Number 3
Showcase your projects! If you’ve developed any models or conducted analyses, make sure to highlight these during interviews. We love seeing real-world applications of your skills, so bring along examples that demonstrate your expertise in equities risk.
✨Tip Number 4
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’re always looking for passionate candidates who are eager to join our team and contribute to our mission.
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, relevant experience, and any programming languages you’re proficient in. 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 Projects: If you’ve worked on any relevant projects or models, don’t hesitate to showcase them. Whether it’s a pricing model or a stress test, we want to see your hands-on experience and how you approach problem-solving.
Apply Through Our Website: We encourage you to apply through our website for a smoother process. It helps us keep track of your application and ensures you’re considered for the role. Plus, it’s super easy – just a few clicks and you’re done!
How to prepare for a job interview at Goldman Sachs
✨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 or analytics, and be ready to talk about any challenges you faced.
✨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 guide others in complex projects.
✨Engage with Stakeholders
You'll need to interact with various groups, so practice explaining complex quantitative concepts in simple terms. Prepare examples of how you've communicated model results to non-technical stakeholders, ensuring they understand the implications of your analyses.
