London VP, Market Risk Quant Engineering — Equities & Capital

Goldman Sachs; Greater London; On-site; GBP 125,000 - GBP 150,000; Full time

Job summary

An international investment bank is seeking a Vice President for their Market Risk Strats team in London. The successful candidate will leverage strong quantitative skills to develop and maintain cutting-edge market risk models. Responsibilities include leading a team of analysts, interacting with stakeholders, and implementing robust analytics solutions. Ideal candidates have a PhD or equivalent experience, strong programming skills, and expertise in quantitative methodologies. The role provides opportunities to advance within a diverse and inclusive work environment.

Benefits

Healthcare & Medical Insurance

Generous vacation entitlements

Fitness reimbursement

Child care and family care services

Qualifications

• 5+ years of experience or 8+ years with a Bachelor's/Master's.
• Experience managing a team of quantitative analysts.
• Hands-on development of pricing/risk models.

Responsibilities

• Developing and maintaining robust market risk models.
• Implementing and testing models and analytics.
• Interacting with other groups and leading a team.

Skills

Quantitative skills

Strong programming skills

Excellent command of mathematics

Education

PhD in a quantitative discipline

Bachelor's/Master's in a quantitative discipline

Tools

Java

C++

Python

Job description

An international investment bank is seeking a Vice President for their Market Risk Strats team in London. The successful candidate will leverage strong quantitative skills to develop and maintain cutting-edge market risk models. Responsibilities include leading a team of analysts, interacting with stakeholders, and implementing robust analytics solutions. Ideal candidates have a PhD or equivalent experience, strong programming skills, and expertise in quantitative methodologies. The role provides opportunities to advance within a diverse and inclusive work environment.