Risk Quantitative Engineering Vice President London
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Job Summary
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 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 Bachelors/Masters 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.
Required Experience:
Exec
Key Skills
- React Native
- AI
- Enterprise Software
- React
- Node.js
- Redis
- AWS
- Software Development
- IOS
- Team Management
- Product Development
- Mobile Applications
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.
