Talent.com
Goldman Sachs
Risk - Quantitative Engineering - Vice President - LondonGoldman Sachs • London, Greater London, England, United Kingdom
No longer accepting applications
Risk - Quantitative Engineering - Vice President - London

Risk - Quantitative Engineering - Vice President - London

Goldman Sachs • London, Greater London, England, United Kingdom
30+ days ago
Job type
  • Full-time
Job description

MARKET RISK STRATS, RISK, VICE PRESIDENT

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

The responsibilities can include:

  • 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.

ABOUT GOLDMAN SACHS 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. Learn more about our culture, benefits, and people at /careers.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.

Create a job alert for this search

Risk - Quantitative Engineering - Vice President - London • London, Greater London, England, United Kingdom

Similar jobs

Senior Quantitative Engineer — Global Risk & Data

Bank of AmericaGreater London, England, United Kingdom
Full-time

Bank of America is seeking a Senior Quantitative Engineer in London to design and oversee scalable software components for Global Risk, enabling data and analytics across the firm.You will work wit... Show more

 • Promoted

Private Assets Quant Research VP/Assoc — Client-Focused

InforCapital, partnershipGreater London, England, United Kingdom
Full-time

Goldman Sachs is seeking an Associate/Vice President in Private Assets for their Private Wealth Management team in London.The role involves leading research on private assets, developing quantitati... Show more

 • Promoted

London Simulation Engineering Director — AI & R&D Leadership

WaymoGreater London, England, United Kingdom
Full-time

Waymo is hiring for a leadership role in the Simulator Team based in London.The successful candidate will define the technical roadmap, connect teams, and recruit top-tier talent in machine learnin... Show more

 • Promoted

Head of Risk & Pricing (London) — Equity

CorgiGreater London, England, United Kingdom
Full-time

Corgi in London is looking for a Head of Risk to lead pricing, reserving, and risk management across its insurance operations.You will own the group risk framework and work closely with the Head of... Show more

 • Promoted

Engineering Director - Remote/EMEA, Lead Global Tech

DexGreater London, England, United Kingdom
Remote
Full-time

Dex in London is seeking an Engineering Director / VP to shape an engineering organisation with broad scope across multiple teams, setting the standard for the function while staying close to the t... Show more

 • Promoted

Vice President of Engineering

Vita MojoGreater London, England, United Kingdom
Full-time

Full time - Hybrid working: 2/3 days per week in our head office.If you love food and technology as much as we do, you’ll love life at Vita Mojo.We’re on a mission to revolutionise the hospitality ... Show more

 • Promoted

Energy Model Risk Manager | Hybrid & Global Impact

SmartestEnergy LimitedGreater London, England, United Kingdom
Full-time

SmartestEnergy Limited is seeking a Model Risk Manager based in Greater London to shape risk measurement across Trading and Origination portfolios.The role involves validating valuation models and ... Show more

 • Promoted

Counterparty Risk VP

ConfidentialGreater London, England, United Kingdom
Full-time

A leading global bank is seeking a VP-level X-Asset Counterparty Risk Manager to join its established risk function in London.This is a broad and high-profile role offering exposure across all majo... Show more

 • Promoted

Quantitative Trading & Research - Credit Portfolio - Vice President

Next Frontier CapitalGreater London, England, United Kingdom
Full-time

Quantitative Trading & Research (QTR) is an expert quantitative modelling group that partners with traders, marketers and risk managers across products and regions, promoting client interaction, pr... Show more

 • Promoted

Quant Dev for Risk & Treasury Systems

Invenire GroupGreater London, England, United Kingdom
Full-time

Invenire Group is seeking a Quantitative Developer to help design and build the technology underpinning our risk and treasury functions.You will craft production-grade systems used daily for exposu... Show more

 • Promoted

Global Head of Operational Risk & Governance

Peninsula GroupGreater London, England, United Kingdom
Full-time

A global risk management firm in London is seeking a Head of Operational Risk.This role involves leading the development of the operational risk framework, managing an international team, and ensur... Show more

 • Promoted

Vice President, Risk and Control - Digital Engineering

MUFG Bank, LtdGreater London, England, GB
Full-time

Vice President, Risk and Control - Digital EngineeringApplylocations: Londontime type: Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial gro... Show more

 • Promoted

UK Head of Quantum

FujitsuGreater London, England, United Kingdom
Full-time

Location Flexibility: Multiple Locations in Country.At Fujitsu, we've been driven to create a sustainable world through innovation since 1935.Today, we lead in digital transformation globally with ... Show more

 • Promoted

Senior Director, EMEA Q&RM – Financial Due Diligence

Alvarez & MarsalGreater London, England, United Kingdom
Full-time

Alvarez & Marsal in the United Kingdom seeks a Director/Senior Director to lead Quality & Risk Management within Global Transaction Advisory, focusing on the EMEA region.You will work with the Glob... Show more

 • Promoted

President & COO Management London

HASH, Inc.Greater London, England, United Kingdom
Full-time

HASH is building an open‑source platform for structured knowledge and organizational decision‑making.We turn information from databases, applications, documents, communications, sensors, and other ... Show more

 • Promoted

Vice President / Associate Director, Crisis & Risk

SmithfieldgroupGreater London, England, United Kingdom
Full-time

Vice President / Associate Director, Crisis & RiskApplylocations: London, United Kingdomtime type: Full timeposted on: Posted 3 Days Agojob requisition id: JR102805Edelman is a voice synony... Show more

 • Promoted

Quant Modelling Associate/Vice President

JPMorganChaseGreater London, England, GB
Full-time

We are looking for a new member to join our cross-asset team in the Model Risk Governance and Review group which is responsible for end-to-end model risk management across the firm for electronic t... Show more

 • Promoted

VP, Business Technology & Platform Engineering

Genius SportsGreater London, England, United Kingdom
Full-time

Genius Sports is looking for a VP of Business Technology in Greater London to lead the platforms supporting daily operations.You will own business systems, manage vendor relationships, and transfor... Show more

 • Promoted

Senior Director, Portfolio Strategy & Risk Oversight

AustralianSuper PtyGreater London, England, United Kingdom
Full-time

AustralianSuper Pty is looking for an experienced investment management professional to drive the oversight programme of equity Asset Class Teams in London.With a strong focus on improving long-ter... Show more

 • Promoted

Director of Engineering

numiGreater London, England, United Kingdom
Permanent

Director of Software Engineering | London (Hybrid).Director of Software Engineering to head up a major engineering function in London.In this role, you will lead a large-scale department of over 80... Show more