VP, Equities Market Risk Strats — Quant Leader

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. Responsibilities...

A leading global investment bank is seeking a Risk Engineer to join its Market Risk Strats team in London. The successful candidate will develop quantitative metrics for the Banking Book and Corporate Treasury, lead a team of quants, and assess market risks associated with interest rates. This high-visibility role requires strong technical skills, analytical...

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...

Job Title Market Risk / CCR Quant Analyst - AVP/VP Level - Consultancy Overview measurement, modelling, and regulatory compliance, contributing directly to their strategic decision‑making progress. Responsibilities Lead small and large multidisciplinary engagements and manage client relationships, providing advanced quantitative analysis and modelling to...

A leading professional services firm in the UK is seeking a Market Risk / CCR Quant Analyst at the AVP/VP level. The role entails leading engagements, managing client relationships, and developing quantitative risk models. Candidates should have 3-8 years of experience in quantitative modelling or market risk management, with skills in derivatives pricing...

RISK ENGINEERINGRisk 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...

A leading financial institution in London seeks an experienced Equity Risk Quant to enhance risk analytics capabilities with a focus on convertible bonds. The successful candidate will collaborate with various risk teams, develop Python-based tools, and contribute to risk methodologies. Candidates should possess a Master’s or PhD in a relevant field and at...

A global financial services leader is seeking a Quant Model Risk Associate - Market Risk to evaluate market risk models and ensure appropriate usage in business contexts. The ideal candidate will possess an advanced degree in a related field, strong analytical abilities, and experience with Python programming. This role will involve assessing model...

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...

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...