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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, diverse opportunities, wellness programs, and professional 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 and analytical skills required.
- Other info: Dynamic work environment with 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.
Risk - Quantitative Engineering - Vice President - London employer: WeAreTechWomen
Contact Detail:
WeAreTechWomen 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 those interviews! Brush up on your quantitative skills and be ready to discuss your experience with market risk models. Practice explaining complex concepts in simple terms, as you’ll need to communicate effectively with various stakeholders.
✨Tip Number 3
Showcase your programming prowess! Make sure you can demonstrate your coding skills in languages like Python or Java. Consider working on a small project or two that highlights your ability to develop risk models, and be ready to share them during interviews.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, it shows you’re genuinely interested in joining our team at Goldman Sachs. Let’s get you that Vice President role!
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 the role of Vice President in Market Risk Strats. Highlight your quantitative skills, relevant experience, and any specific projects that align with the responsibilities mentioned in the job description.
Craft a Compelling Cover Letter: Your cover letter should tell us why you're the perfect fit for this role. Use it to showcase your passion for market risk and your leadership experience. Don’t forget to mention how you can contribute to our multidisciplinary team!
Showcase Your Technical Skills: Since this role requires strong programming skills, make sure to include any relevant programming languages you’re proficient in. If you've developed pricing or risk models before, give us the details – we want to see your hands-on experience!
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It’s the best way for us to receive your application and ensure it gets the attention it deserves!
How to prepare for a job interview at WeAreTechWomen
✨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 them, especially focusing on Value-at-Risk and stress tests. This shows your depth of knowledge and hands-on experience.
✨Brush Up on Your 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.
✨Demonstrate Leadership Experience
As a Vice President, you'll be leading a team of quantitative analysts. Be ready to share examples of how you've managed teams in the past, including how you handled challenges and fostered collaboration. This will highlight your leadership capabilities.
✨Engage with Stakeholders
Prepare to discuss how you've interacted with risk managers and senior stakeholders in previous roles. Being able to communicate complex quantitative concepts in an understandable way is key, so think of examples where you've successfully done this.
