Job location
Charing Cross, United Kingdom
Tech stack
Java
C++
Computer Programming
Python
Information Technology
Programming Languages
Job description
The Market Risk Strats team is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The team is primarily responsible for designing, implementing and maintaining quantitative models for metrics such as Value-at-Risk, Stress Tests and Capital., * Developing, refining and maintaining robust and production-quality market risk models (such as value-at-risk, stress tests) and capital models covering Equities businesses. This involves identifying market risk factors for various equity products (derivatives) and building mathematical models to capture their economic and statistical characteristics.
- Implementing, testing and productionising models and analytics. This involves prototyping models, implementing them and designing tests to ensure the quality of implementation as well as tests for the continuous functioning of the models.
- Performing pricing analyses, risk and capital impact analyses.
- Interact with various other groups such as risk managers, senior managers and stakeholders to explain the results of the models and analytics and provide quantitative advice.
- Leading a team of quantitative analysts and managing their day-to-day activities., Shape the future of market risk at JPMorgan Chase. As a Vice President / Senior Associate in Market Risk Fundamental Review of the Trading Book (FRTB), you'll sit at the center of the firm's capital strategy-partnering with Quantitative Research, Technology, and the..., Overview We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm.As a Quant Model Risk Vice President in the Interest Rates team, you will assess...
Requirements
- Strong quantitative skills with a PhD degree in a quantitative discipline (Physics, Mathematics, Quantitative Finance, Computer Science, Engineering, etc.) along with 5 years of relevant work experience or a Bachelor's/Master's degree in a quantitative discipline with 8 years of relevant work experience.
- Excellent command of mathematics, modeling and numerical techniques. Good knowledge of statistics, time series analysis, econometric modeling and probability theory.
- Strong programming skills and experience with a popular programming language (Java, C++, Python, etc.).
- Hands-on experience of developing pricing models/risk models for equities (derivatives).
- Experience in managing a team of quantitative analysts.
Benefits & conditions
up to £46 per hour
WEKA is growing fast! We're looking for smart, dedicated, driven individuals that want to help the world's most innovative organizations solve complex data management challenges. We envision a future without compromise for our customers, so we're creating a novel approach...
About the company
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
© The Goldman Sachs Group, Inc., 2023. All rights reserved., Job Description Discover your future at Citi Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your...
Global banking & markets - etrading engineer - associate/vice president - london
Goldman Sachs
Global Banking & Markets - e Trading Engineer - Associate/Vice President - LondonJob DescriptionGLOBAL BANKING AND MARKETSOur core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund...
Asset & wealth management - equities quantitative investment analyst - associate/ vice president
JPMorganChase
Asset & Wealth Management - Equities Quantitative Investment Analyst - Associate / Vice PresidentJ. P. Morgan Chase & Co. is a leading global financial services firm with assets of more than $2 trillion, over 265,000 employees and operations in over 60 countries. This role...
Global banking & markets - etrading engineer - associate/vice president - london
WeAreTechWomen
GLOBAL BANKING AND MARKETSOur core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding,..., About Moelis & Company Moelis & Company is a leading global independent investment bank that provides innovative strategic advice and solutions to a diverse client base, including corporations, governments and financial sponsors. The Firm assists its clients in achieving..., Job Description About Us SharkNinja is a global product design and technology company, with a diversified portfolio of 5-star rated lifestyle solutions that positively impact people's lives in homes around the world. Powered by two trusted, global brands, Shark and Ninja,..., Model Risk AssociateAre you ready to make a significant impact in the world of model risk management? At Model Risk Governance and Review Group (MRGR), we are at the forefront of assessing and mitigating model risks across the globe. With a presence in major financial hubs..., Job Description Discover your future at Citi Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your..., What We Do Find out if this opportunity is a good fit by reading all of the information that follows below. At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment...
Climate and nature risk (physical) modeller - associate / vice president
JPMorgan Chase
Are you prepared to influence the future of climate risk management at J. P. Morgan? As a crucial part of our Climate Risk Management team, you'll utilize your data, research, and communication skills to improve our physical climate and nature risk modeling capabilities....
Global banking & markets - trading systems support engineer - associate/vice president - london
Goldman Sachs
What We DoAt Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base...
Global Banking & Markets - Interest Rate Products Engineer - Associate/Vice President - London
WeAreTechWomen
What we do: Find out more about the daily tasks, overall responsibilities, and required experience for this opportunity by scrolling down now. At Goldman Sachs, our Engineers don't just make things - we make things possible. We strive to change the world by connecting...
Global banking & markets - interest rate products engineer - associate/vice president - london
WeAreTechWomen
What we do:At Goldman Sachs, our Engineers don't just make things - we make things possible. We strive to change the world by connecting people and capital with ideas and solve the most challenging and pressing engineering problems for our clients. Join our engineering...