Equities Market risk Strats, Associate, Paris

Goldman Sachs; Paris; Sur place; EUR 150 000 - 250 000; Plein temps

Résumé du poste

Goldman Sachs in Paris is seeking a Vice President to lead the Market Risk Strats team for equities. You will design, implement, and maintain quantitative models for Value-at-Risk, stress tests and capital, translating complex risk insights into actionable guidance for front-office and risk management.

You will manage a team of quantitative analysts, collaborate with risk managers and stakeholders, and clearly communicate model results and recommendations to senior leadership.

Qualifications

• PhD or equivalent in a quantitative discipline with 5+ years experience (or a BA/MA with 8+ years).
• Strong mathematics, statistics, time series, econometric modelling ability.
• Experience developing pricing/risk models for equities (derivatives).
• Experience leading a team of quantitative analysts.

Responsabilités

• Develop, refine and maintain production-quality market risk and capital models for equities.
• Prototype, test and productionize models and analytics with robust checks.
• Perform pricing, risk and capital impact analyses.
• Explain results to risk managers and stakeholders and provide quantitative advice.
• Lead and manage a team of quantitative analysts on a day-to-day basis.

Connaissances

Quantitative analytics

Team leadership

Programming: Java

Programming: C++

Python

Statistics & time series

Formation

PhD in quantitative field

Bachelor's/Master's in quantitative field with 8 years

Outils

Java

C++

Python

Matlab

Description du poste

Job Description

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. The team is primarily responsible for designing, implementing and maintaining quantitative models for metrics such as Value-at-Risk, Stress Tests and Capital.

Responsibilities

• 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 productionizing 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, managing their day-to-day activities.

Basic Qualifications

• 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.

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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