Global Banking & Markets, Equities Synthetics Products Group (SPG) Market Risk Quant, Vice President, Hong Kong
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Job Location:
Monthly Salary:
Posted on:
8 hours ago
Vacancies:
1 Vacancy
Job Summary
In Global Banking and Markets we help our clients buy and sell financial products around the world raise funding and manage risk. Our core value is building strong client relationships and serving our clients.
The strategist team applies quantitative and statistical techniques to make data-driven decisions. We are right at the intersection of our industry leading business and cutting-edge engineering solutions. We optimize business to deliver efficiency commercial values sound risk management and best-in-class client services.
The dynamic environment requires innovative and strategic thinking which lead to immediate practical solutions.
Role Summary
We are seeking a highly skilled Quantitative Market Risk Strategist to provide independent risk oversight across Equities Synthetics Products Group (SPG) trading businesses. The role combines market risk expertise with quantitative skills to deliver analytical insight on portfoliolevel market liquidity and tail risk exposures. The ideal candidate will partner closely with traders sales and control functions to strengthen risk governance enhance risk models and support strategic decisionmaking across the desks trading portfolios.
Key Responsibilities
1. Market & Portfolio Risk Oversight
- Provide independent risk assessment and oversights of market risk across multiple trading risk at SPG desk.
- Analyze risk sensitivities VAR stress testing results and concentration risks across books.
- Identify trading risk in EM market tail exposures wrong-way risks and correlation breakdowns.
2. Quantitative Analytics Stress Testing & Model Enhancement
- Develop and enhance quantitative tools for portfoliolevel risk aggregation stress testing and trapped liquidity analysis.
- Build macro crossasset and idiosyncratic stress scenarios to challenge portfolio resilience.
- Enhance scenario definitions and incorporate market intelligence historical crises and hypothetical shocks.
- Contribute to the design and refinement of risk methodologies.
Qualifications
- Minimum 7 years of experience in market risk quant risk or risk analytics within an investment bank or trading environment.
- Strong quantitative background with hands-on experience in Python SQL or similar analytical languages.
- In-depth knowledge of derivatives pricing Greeks risk sensitivities and market risk measurement techniques.
- Strong knowledge of Equities is a must.
- Ability to interpret complex trading portfolios and communicate insights clearly to senior stakeholders.
- Masters/PhD in Finance Financial Engineering Mathematics Physics or related quantitative discipline preferred.
Required Experience:
Exec
Key Skills
- Change Management
- Financial Services
- Growing Experience
- Managed Care
- Management Experience
- Analysis Skills
- Senior Leadership
- Performance Management
- Process Management
- Leadership Experience
- negotiation
- Analytics
About Company
The Goldman Sachs Group, Inc. is a leading global investment banking, securities, and asset and wealth management firm that provides a wide range of financial services.
