Quantitative Strat: Budget, Risk & Forecasts

Goldman Sachs; Paris; On-site; EUR 90,000 - 130,000; Full time

Job summary

Goldman Sachs is seeking an Associate Quantitative Strategist (Strat) in Paris to design and implement macroeconomic and financial scenarios supporting budgeting, risk management and regulatory stress testing. You will employ econometric and machine-learning methods to forecast revenues, expenses, and balance sheet items, building scalable analytics on AWS Cloud.

The role targets PhD graduates or equivalent with strong research background in quantitative fields.

Qualifications

• PhD in Statistics, Economics, Econometrics, Computer Science, Applied Mathematics, Physics, Financial Engineering or a related quantitative field; no professional experience required.
• Master’s degree in above fields plus one year of related experience or
• Bachelor’s degree plus three years of related experience in quantitative modeling, scenario-design, financial-engineering or quantitative development.

Responsibilities

• Research, design, build and implement quantitative models and macroeconomic/financial scenarios for budget planning and risk management.
• Develop econometric, time-series and machine-learning models to forecast revenues, expenses, balance sheet items and other variables.
• Manage the model-development lifecycle from data prep to validation, deployment and monitoring.
• Build scalable AWS Cloud infrastructure and AI capabilities to support scenario development and reporting.
• Collaborate with Finance, Risk and corporate functions to translate requirements into quantitative methods and analysis.
• Prepare auditable materials for governance, Model Risk Management and regulatory remediation.

Skills

Rust

Python

C++

Econometrics

Financial Modeling

Machine Learning

Data Engineering

AWS

Communication

Education

PhD degree

Master’s degree

Bachelor’s degree

Tools

SQL

Database technologies

AWS Cloud Services

Job description

Goldman Sachs is seeking an Associate Quantitative Strategist (Strat) in Paris to design and implement macroeconomic and financial scenarios supporting budgeting, risk management and regulatory stress testing. You will employ econometric and machine-learning methods to forecast revenues, expenses, and balance sheet items, building scalable analytics on AWS Cloud.

The role targets PhD graduates or equivalent with strong research background in quantitative fields.