Quantitative Engineer, Paris — Risk & Analytics

Goldman Sachs Group, Inc.; Paris; Sur place; EUR 90 000 - 140 000; Plein temps

Avantages offerts par ce poste

Health insurance

On-site fitness centers

On-site child care centers

Résumé du poste

Goldman Sachs is seeking a Core Engineering - Quantitative Engineer at Associate level in Paris to develop and maintain market risk and capital models within The Core divisions. The role emphasizes production-ready analytics and collaboration with risk managers and stakeholders.

The ideal candidate holds a PhD or advanced quantitative degree with 3-5 years of relevant experience, strong math and statistics skills, and programming fluency in Java/C++/Python.

Qualifications

• Strong quantitative skills with a PhD degree in a quantitative discipline (Physics, Mathematics, Quantitative Finance, Computer Science, Engineering, etc.) or a Bachelor’s/Master’s degree in a quantitative discipline with 3-5 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.
• Excellent written, verbal and team-oriented communication skills.

Responsabilités

• Developing, refining and maintaining robust and production quality market risk models (such as value-at-risk, stress tests) and capital models.
• Implementing, testing and productionizing models and analytics.
• Performing pricing analyses, risk and capital impact analyses.
• Building robust, systematic & efficient workflows around the production of risk analytics for financial & non-financial risk, risk capital and regulatory reporting.
• Interact with risk managers and stakeholders to explain results and provide quantitative advice.

Connaissances

Quantitative skills

Mathematics

Statistics

Programming

Communication skills

Formation

PhD in quantitative field

Bachelor's/Master in quantitative field

Outils

Java

C++

Python

Description du poste

Goldman Sachs is seeking a Core Engineering - Quantitative Engineer at Associate level in Paris to develop and maintain market risk and capital models within The Core divisions. The role emphasizes production-ready analytics and collaboration with risk managers and stakeholders.

The ideal candidate holds a PhD or advanced quantitative degree with 3-5 years of relevant experience, strong math and statistics skills, and programming fluency in Java/C++/Python.