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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 competitive pay, wellness programs, and opportunities for personal growth.
- 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: Diverse and inclusive workplace with excellent career advancement opportunities.
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 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.
Market Risk Strats, Equities Risk, VP, London employer: WeAreTechWomen
Contact Detail:
WeAreTechWomen 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 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, 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 you're after.
✨Prepare for the Interview
Do your homework on Goldman Sachs and the Market Risk Strats team. We suggest you brush up on your knowledge of Value-at-Risk and stress testing. Being able to discuss these topics intelligently will definitely set you apart from the competition.
✨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 take the initiative to engage directly with us.
We think you need these skills to ace Market Risk Strats, Equities Risk, VP, London
Some tips for your application 🫡
Show Off Your Skills: Make sure to highlight your strong quantitative skills and any relevant experience in market risk models. We want to see how your background aligns with the role, so don’t hold back on showcasing your expertise!
Tailor Your Application: Take a moment to customise your application for the Market Risk Strats position. Use keywords from the job description and relate your experiences directly to the responsibilities listed. This helps us see why you’re the perfect fit!
Be Clear and Concise: When writing your application, keep it clear and to the point. We appreciate well-structured responses that get straight to the heart of your qualifications and experiences. Avoid fluff – we want the good stuff!
Apply Through Our Website: Don’t forget to submit your application through our website! It’s the best way for us to receive your details and ensures you’re considered for the role. Plus, it’s super easy to do!
How to prepare for a job interview at WeAreTechWomen
✨Know Your Models Inside Out
Make sure you have a deep understanding of the market risk models you'll be working with, like Value-at-Risk and stress tests. Be prepared to discuss how you've developed or refined these models in your previous roles, and think about specific examples that showcase your quantitative skills.
✨Brush Up on Programming Skills
Since strong programming skills are essential 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.
✨Showcase Your Leadership Experience
As a VP, you'll be leading a team of quantitative analysts, so be ready to talk about your management style and any relevant experiences. Think of examples where you've successfully guided a team through complex projects or challenges, and how you foster collaboration and growth among your team members.
✨Prepare for Stakeholder Interaction
You'll need to explain complex quantitative results to non-technical stakeholders, so practice articulating your findings clearly and concisely. Consider how you can demonstrate your ability to bridge the gap between technical analysis and business strategy during the interview.