Market Risk Analyst — VaR, Stress Testing & Dashboards

Goldman Sachs Bank AG; Paris; Sur place; EUR 70 000 - 110 000; Plein temps

Avantages offerts par ce poste

Healthcare & Medical Insurance

Financial Wellness & Retirement

Health Services

Fitness

Child Care & Family Care

Résumé du poste

Goldman Sachs seeks a Risk professional to support Market Risk within the Risk Division. You will review European entity risks, monitor VaR and stress tests, and develop on-desk dashboards to reveal market trends.

Collaboration with first-line risk and Risk Engineering is essential to strengthen controls and risk insights. The role requires 1–3 years in market risk or related areas, with a Bachelor’s in Finance/Math/Engineering.

Qualifications

• One to three years’ experience in market risk management or similar role with transferable skills.
• Strong academic record with Bachelor’s degree in Finance, Mathematics, Engineering or related quantitative field.
• Ability to code is desirable and beneficial for on-desk risk work.
• Understanding of risk measures, regulatory rules and product risk/reward tradeoffs.
• Proficient in Excel, Bloomberg, Refinitiv Eikon; able to navigate in-house systems.

Responsabilités

• Review European entity risks and ensure local governance and controls.
• Collaborate across functions to identify risk insights and ensure transparency to stakeholders.
• Monitor risk measures (VaR, greeks, stress tests) and interact with first-line risk takers.
• Develop on-desk risk dashboards and provide insights on market trends.
• Evaluate risk-taking behavior and influence outcomes through portfolio risk analysis.
• Collaborate with Risk Engineering on new risk measures and stress tests.
• Identify emerging risks (basis risks, crowded trades) proactively.
• Monitor limits/thresholds and assist in escalation.
• Connect macro events to potential vulnerabilities and communicate with senior management.
• Educate stakeholders with timely, clear risk information.

Connaissances

Market risk

Risk management

Coding (desirable)

Finance knowledge

Data analysis

Formation

Bachelor's degree in Finance/Math/Engineering

Outils

Excel

Bloomberg

Refinitiv Eikon

Description du poste

Goldman Sachs seeks a Risk professional to support Market Risk within the Risk Division. You will review European entity risks, monitor VaR and stress tests, and develop on-desk dashboards to reveal market trends.

Collaboration with first-line risk and Risk Engineering is essential to strengthen controls and risk insights. The role requires 1–3 years in market risk or related areas, with a Bachelor’s in Finance/Math/Engineering.