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Quantitative Risk Specialist

2 months ago

London, Greater London, United Kingdom Goldman Sachs Full time

About Goldman Sachs

Goldman Sachs is a leading global financial services firm providing investment banking, securities, and investment management services to a diverse client base.

Job Summary

We are seeking a highly skilled Quantitative Risk Specialist to join our Risk Architecture team in London. The successful candidate will be responsible for designing and implementing methodologies to identify model limitations across various financial products.

Key Responsibilities

  • Develop and implement advanced data science and statistical techniques to identify risk and capital vulnerabilities due to model limitations.
  • Implement models in production using sophisticated software and object-oriented computer languages.
  • Develop comprehensive documentation of processes and models.
  • Communicate complex mathematical ideas with internal and external stakeholders.
  • Lead regulatory engagements in the area of counterparty credit risk model performance.
  • Provide supervision and quantitative guidance to junior risk management professionals.

Requirements

  • Advanced degree in a quantitative field such as Mathematics, Statistics, Physics, or a related quantitative field.
  • Excellent command of mathematics, modeling, and numerical algorithms.
  • Experience in a counterparty credit risk backtesting function of a regulated financial institution.
  • Deep knowledge of advanced probability and statistical methods.
  • Strong written and verbal communication skills.
  • Proven ability to perform analysis and problem-solve using computational tools.

About the Role

This is an exciting opportunity to work closely with leadership and other groups across the firm to drive forward high-priority initiatives. The successful candidate will have broad exposure to pricing, calibration, risk, and capital models for a variety of financial products.