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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: 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 don’t be shy about reaching out to current employees at Goldman Sachs. A friendly chat can sometimes lead to opportunities that aren’t even advertised.
✨Show Off Your Skills
When you get the chance to interview, make sure to highlight your quantitative skills and any relevant projects you've worked on. Bring examples of your work, especially if they relate to market risk models or programming. We want to see what you can do!
✨Prepare for Technical Questions
Brush up on your maths and programming knowledge because you might face some tough technical questions. Practice explaining complex concepts in simple terms, as you’ll need to communicate effectively with various stakeholders.
✨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, it shows you’re serious about joining the team at Goldman Sachs.
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 mention them. We’re interested in your hands-on experience, especially with pricing and risk models for equities. Share your successes and what you learned!
Apply Through Our Website: We encourage you to apply through our website for the best chance of getting noticed. It’s straightforward and ensures your application goes directly to us. Plus, you’ll find all the info you need about the role there!
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 ready 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++. Prepare to talk about any projects where you've implemented or tested models, as well as 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 leadership style and be prepared to share examples of how you've managed teams in the past. Highlight your approach to mentoring and developing 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 those situations.
