VP, Equities Market Risk Strats — Lead Quant Models

Goldman Sachs, Inc. is seeking a Vice President to lead its Market Risk Strats team within the Risk Division. This role focuses on designing and maintaining quantitative models for market risk, such as Value-at-Risk and Stress Tests, specifically for Equities.

The ideal candidate will have a strong quantitative background with a PhD or significant experience in relevant fields, and will be responsible for managing a team of analysts, ensuring the implementation and production quality of models.

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