Quantitative Risk Engineer (Paris) – Model & Analytics

Goldman Sachs Group, Inc.; Paris; Hybride; EUR 90 000 - 130 000; Plein temps

Avantages offerts par ce poste

Healthcare benefits

Wellness programs

On-site childcare facilities

Résumé du poste

Goldman Sachs is seeking a Quantitative Engineer Associate for The Core Engineering in Paris. The role focuses on developing and operating production-grade market risk models, pricing analytics, and risk capital workflows across core divisions.

We value strong math skills, programming proficiency (Java, C++, Python), and experience with pricing/risk models, along with clear communication and teamwork in a fast-paced environment.

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. This involves identifying market risk factors for various products 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.
• Building robust, systematic & efficient workflows, processes and procedures around the production of risk analytics for financial & non-financial risk, risk capital and regulatory reporting.
• 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.

Connaissances

PhD in quantitative field

Quantitative degree + 3-5 years

Mathematics & statistics

Programming: Java, C++, Python

Pricing & risk modeling

Communication skills

Formation

PhD in Physics/Mathematics/Quantitative Finance/CS/Engineering

Bachelor’s or Master’s in quantitative field

Outils

Java

C++

Python

Description du poste

Goldman Sachs is seeking a Quantitative Engineer Associate for The Core Engineering in Paris. The role focuses on developing and operating production-grade market risk models, pricing analytics, and risk capital workflows across core divisions.

We value strong math skills, programming proficiency (Java, C++, Python), and experience with pricing/risk models, along with clear communication and teamwork in a fast-paced environment.