Market Risk Analytics Engineer

Goldman Sachs; Paris; Sur place; EUR 90 000 - 130 000; Plein temps

Résumé du poste

Goldman Sachs’ Market Risk Analytics & Reporting (A&R) is a group within Risk Engineering in the Risk Division. The group ensures leadership, investors and regulators have a complete view of market risk drivers to take timely risk management decisions.

A&R delivers critical regulatory and risk metrics across risk domains, focusing on Market Risk. This role will build scalable workflows and ensure data quality to deliver actionable risk insights.

Qualifications

• Masters or Bachelors degree in a quantitative discipline such as data science, mathematics, physics, econometrics, computer science or engineering.
• Entrepreneurial, analytically creative, self-motivated and team-oriented.
• Excellent written, verbal and team-oriented communication skills.
• Working knowledge of the financial industry, markets and products and associated non-financial risk.
• Working knowledge of mathematics including statistics, time series analysis and numerical algorithms.
• Experience with programming in Python and SQL for ETL operations and data analysis (including performance optimization). Experience in using languages such as R, Java, C++ is beneficial.
• Experience in developing data visualization and business intelligence solutions using tools such as Tableau, Alteryx, PowerBI, and front-end technologies and languages.
• 2-5 years of experience, preferably in financial, regulatory or consulting environment

Responsabilités

• Delivering regular and reliable risk metrics, analytics & insights based on deep understanding of the firm’s businesses and its client activities.
• Building robust, systematic & efficient workflows, processes and procedures around the production of risk analytics for financial & non-financial risk, risk capital and regulatory reporting.
• Attesting to the quality, timeliness and completeness of the underlying data used to produce these analytics.

Connaissances

Python

SQL

Time series analysis

Statistics

Communication

Teamwork

Data visualization

Formation

Masters/Bachelor's in quantitative field

Outils

Python

Description du poste

Goldman Sachs’ Market Risk Analytics & Reporting (A&R) is a group within Risk Engineering in the Risk Division. The group ensures leadership, investors and regulators have a complete view of market risk drivers to take timely risk management decisions.

A&R delivers critical regulatory and risk metrics across risk domains, focusing on Market Risk. This role will build scalable workflows and ensure data quality to deliver actionable risk insights.