Market Risk Strats — Quant Models & VaR in Paris

Goldman Sachs; Paris; On-site; EUR 100,000 - 150,000; Full time

Job summary

Goldman Sachs in Paris is seeking a quantitative developer for the Market Risk Strats team. You will design, implement, and maintain models for VaR, stress tests, and capital, combining math rigor with production-grade engineering.

The role requires strong programming skills (Java, C++, Python), a quantitative degree (PhD or BA/MA with 1–3 years), and excellent communication to partner with risk managers and stakeholders.

Qualifications

• PhD in quantitative field or BA/MA with 1–3 years of relevant work experience.
• Strong mathematics, modeling and numerical technique mastery.
• Proficient in Java, C++, or Python; experience with pricing/risk models.
• Excellent written and verbal communication and teamwork.

Responsibilities

• Develop, refine and maintain robust market risk models (VaR, stress tests) and capital models.
• Prototype, test, implement and productionize models and analytics with robust testing.
• Perform pricing analyses and risk/capital impact analyses.
• Explain results to risk managers and stakeholders and provide quantitative advice.

Skills

Quantitative skills

Mathematics

Modeling

Numerical methods

Statistics

Time series

Econometrics

Probability

Communication

Education

PhD in quantitative field

BA/MA in quantitative field with 1–3 years experience

Tools

Java

C++

Python

Job description

Goldman Sachs in Paris is seeking a quantitative developer for the Market Risk Strats team. You will design, implement, and maintain models for VaR, stress tests, and capital, combining math rigor with production-grade engineering.

The role requires strong programming skills (Java, C++, Python), a quantitative degree (PhD or BA/MA with 1–3 years), and excellent communication to partner with risk managers and stakeholders.