In Global Banking and Markets, we help our clients buy and sell financial products around the world, raise funding, and manage risk. Our core value is building strong client relationships and serving our clients.

The strategist team applies quantitative and statistical techniques to make data-driven decisions. We are right at the intersection of our industry leading business and cutting-edge engineering solutions. We optimize business to deliver efficiency, commercial values, sound risk management and best-in-class client services.

The dynamic environment requires innovative and strategic thinking which lead to immediate, practical solutions.

Role Summary

We are seeking a highly skilled Quantitative Market Risk Strategist to provide independent risk oversight across Equities Synthetics Products Group (SPG) trading businesses. The role combines market risk expertise with quantitative skills to deliver analytical insight on portfolio‑level market, liquidity, and tail risk exposures. The ideal candidate will partner closely with traders, sales, and control functions to strengthen risk governance, enhance risk models, and support strategic decision‑making across the desk’s trading portfolios.

Key Responsibilities

1.

Market & Portfolio Risk Oversight:

• Provide independent risk assessment and oversights of market risk across multiple trading risk at SPG desk.
• Analyze risk sensitivities, VAR, stress testing results, and concentration risks across books.
• Identify trading risk in EM market, tail exposures, wrong-way risks, and correlation breakdowns.

2. Quantitative Analytics, Stress Testing & Model Enhancement

• Develop and enhance quantitative tools for portfolio‑level risk aggregation, stress testing, and trapped liquidity analysis.
• Build macro, cross‑asset, and idiosyncratic stress scenarios to challenge portfolio resilience.
• Enhance scenario definitions and incorporate market intelligence, historical crises, and hypothetical shocks.
• Contribute to the design and refinement of risk methodologies.

Qualifications

• Minimum 7 years of experience in market risk, quant risk, or risk analytics within an investment bank or trading environment.
• Strong quantitative background with hands-on experience in Python, SQL, or similar analytical languages.
• In-depth knowledge of derivatives pricing, Greeks, risk sensitivities, and market risk measurement techniques.
• Strong knowledge of Equities is a must.
• Ability to interpret complex trading portfolios and communicate insights clearly to senior stakeholders.
• Master’s/PhD in Finance, Financial Engineering, Mathematics, Physics, or related quantitative discipline preferred.

ABOUT GOLDMAN SACHS:

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.

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