Risk Quant, Associates / Vice President, Market Risk Strats, Equities London

RISK ENGINEERING

Risk Engineering, which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. Risk Engineering is staffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. As a member of Risk Engineering, you will interface with a variety of divisions around the firm as well as the other regional offices. The interaction with numerous departments and the diverse projects that ensue allow for a challenging, varied and multi-dimensional work environment.

Risk Engineering professionals are part of the value proposition of the firm and we balance our key functional responsibility of control with that of being commercial. RE has strong traditions of risk management, client service excellence and career development opportunities for our people.

The role is part of Market Risk Strats team.

MARKET RISK STRATS

Market Risk Strats use their engineering and scientific background to identify and measure risk and implement quantitative risk modelling solutions in software. Successful Strats are highly analytical, driven to own commercial outcomes , and communicate with precision and clarity to senior management in risk.

ROLE SUMMARY

This is a hands-on role focused on developing quantitative metrics across the Banking Book and Corporate Treasury portfolios. The role involves leading and working with a small team of quants to develop models and analytical frameworks that inform risk management.

The candidate will proactively identify and assess key market risks related to interest rates, and funding. They will design and implement quantitative models to measure and explain these risks ensuring results are intuitive, transparent and actionable.

This is a high visibility role requiring strong technical skills, sound market knowledge and ability to communicate complex outcomes in clear and concise manner.

QUALIFICATIONS:

• Bachelors’ or Master’s degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline
• Experience in quant or strat role ideally within Corporate Treasury, Asset Liability Management.
• Strong understanding of Interest rate modelling, Asset Liability Management, Funding deployment strategies, balance-sheet optimization
• Experience in software development, including a clear understanding of data structures, algorithms and core programming concepts
• Strong analytical and problem solving skills - demonstrated ability to work with business problems statements and apply quantitative skills to solve them
• Strong communication skills including experience speaking to technical and business audiences and working globally

ABOUT GOLDMAN SACHS

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