Equities Market risk Strats, Associate, Paris Paris · France · Associate

Goldman Sachs; Paris; Hybrid; EUR 160,000 - 220,000; Full time

Job summary

Goldman Sachs in Paris is seeking an Vice President to lead the Equities Market Risk Strats. The role focuses on designing and maintaining quantitative models for risk and capital, including VaR and stress testing, within a multidisciplinary team of economists and quants.

The successful candidate will drive model development, testing, productionization, and communication with senior risk managers, while mentoring a team of quantitative analysts in a fast-paced environment.

Qualifications

• PhD or Master’s/Bachelor in a quantitative field with extensive experience.
• Strong mathematics, modeling and numerical techniques knowledge.
• Strong programming skills in Java, C++, Python, etc.
• Hands-on experience building pricing or risk models for equities (derivatives).
• Experience leading a quantitative analytics team.

Responsibilities

• Develop, refine and maintain robust market risk models (VaR, stress tests) and capital models for equities products.
• Prototype, implement and productionize models and analytics with rigorous testing.
• Perform pricing analyses and risk/capital impact analyses.
• Explain results to risk managers and stakeholders and provide quantitative advice.
• Lead a team of quantitative analysts and manage day-to-day activities.

Skills

Mathematics

Statistics

Time series analysis

Econometric modeling

Probability theory

Programming (Java, C++, Python)

Team leadership

Derivative pricing

Education

PhD in quantitative discipline

Bachelor’s/Master’s in quantitative discipline

Job description

Equities Market risk Strats, Associate, Paris location_on Paris, Ile-de-France, France

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

The responsibilities can include:

• 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.

Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.

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