Market Risk Vice President
4 days ago
Job Title: Market Risk Vice President
Job Summary:
We are seeking a highly skilled Market Risk Vice President to join our team at The Goldman Sachs Group, Inc. As a key member of our Risk Division, you will be responsible for independent review of market, credit, operational, model, and liquidity risk throughout the firm as well as enterprise-wide stress testing.
Key Responsibilities:
- Review and challenge risk taking behavior and influence outcomes through portfolio and transaction level risk analysis taking into consideration risk appetite
- Collaborate with Risk Engineering colleagues on the development of new risk measures / stress tests and improvements to existing measures
- Proactive identification of emerging risks (e.g., basis risks, crowded trades)
- Risk appetite sizing, limit and threshold setting
- Connect events (e.g., macroeconomic data releases, political elections) to potential vulnerabilities
- Dissemination of information and education of stakeholders through effective and timely communication and collaboration
- Communication with senior management and regulators
- Work collaboratively across functions to deliver on regulatory obligations
Qualifications:
- 7+ years experience in market risk management in key asset classes such as Rates, Credit and Equities, or similar role with transferable skills
- Strong academic record with Bachelor's degree, equivalent or above in Finance, Mathematics or a related quantitative/analytical discipline preferred
- Deep understanding of financial products including their risk/reward tradeoffs
- Understanding of risk management concepts and metrics
- Excel, Bloomberg, Refinitiv Eikon, ability to pick up in-house systems
- Ability to code beneficial
- Proven problem-solving ability and control mindset
- Able to analyze and challenge risk taking activities while engaging effectively with first line of defense
- Desire and ability to collaborate with people from different departments and levels of seniority
- Desire and ability to communicate complex information and concepts in layperson terms directly with senior management (both written and verbal)
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