VP, Equities Market Risk Strats — Quant Leader

Goldman Sachs, Inc.; City of Westminster; On-site; GBP 90,000 - 120,000; Full time

Job summary

A global investment banking firm in the UK seeks a Vice President for its Market Risk Strats team. The role involves developing and maintaining market risk models specifically for Equities, implementing robust analytics, and leading a team of quantitative analysts. Candidates should have strong quantitative skills, a PhD or relevant experience in a quantitative field, and proficiency in programming. This position offers significant opportunities for impact within a multidisciplinary team focused on market risks.

Benefits

Diversity and inclusion programs

Wellness benefits

Professional development opportunities

Qualifications

• 5 years of relevant work experience with a PhD or 8 years with a Bachelor's/Master's.
• Experience managing a team of quantitative analysts.
• Knowledge of econometric modeling and probability theory.

Responsibilities

• Develop and maintain market risk models for Equities.
• Implement and test models and analytics.
• Perform pricing and risk impact analyses.
• Lead a team of quantitative analysts.

Skills

Strong quantitative skills

Excellent command of mathematics

Good knowledge of statistics

Strong programming skills

Hands-on experience in developing pricing models

Education

PhD in a quantitative discipline

Bachelor's/Master's degree in a quantitative discipline

Tools

Java

C++

Python

Job description

A global investment banking firm in the UK seeks a Vice President for its Market Risk Strats team. The role involves developing and maintaining market risk models specifically for Equities, implementing robust analytics, and leading a team of quantitative analysts. Candidates should have strong quantitative skills, a PhD or relevant experience in a quantitative field, and proficiency in programming. This position offers significant opportunities for impact within a multidisciplinary team focused on market risks.