Risk - Quantitative Engineering - Vice President - Paris

Goldman Sachs; Paris; Sur place; EUR 75 000 - 120 000; Plein temps

Résumé du poste

Goldman Sachs is seeking a Vice President for their Market Risk Strats team in Paris. This role involves developing and maintaining sophisticated market risk and capital models, specifically for equities. Candidates should have extensive quantitative skills, a relevant degree, and experience in managing teams.

The position offers the opportunity to work with a multidisciplinary group of experts and interact with various stakeholders within the organization while driving impactful risk analyses.

Qualifications

• 5+ years of relevant work experience with a PhD or 8+ years with a Bachelor's/Master's.
• Excellent command of mathematics and modeling techniques.
• Hands-on experience in developing pricing/risk models for equities.

Responsabilités

• Develop and maintain market risk models for equities.
• Interact with risk managers and stakeholders to explain model results.
• Lead a team of quantitative analysts.

Connaissances

Quantitative skills

Mathematics

Programming (Java, C++, Python)

Statistical analysis

Formation

PhD in a quantitative discipline

Bachelor’s/Master’s in a quantitative discipline

Description du poste

MARKET RISK STRATS, RISK, VICE PRESIDENT

We are currently seeking experienced candidates for the position of Vice President in the Market Risk Strats team within the Risk Division to lead Equities Market risk Strats.

The Market Risk Strats team is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The team is primarily responsible for designing, implementing and maintaining quantitative models for metrics such as Value-at-Risk, Stress Tests and Capital.

Responsibilities

• Developing, refining and maintaining robust and production quality market risk models (such as value-at-risk, stress tests) and capital models covering Equities businesses. This involves identifying market risk factors for various equity products (derivatives) 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.
• 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.
• Leading a team of quantitative analysts, managing their day-to-day activities.

Basic Qualifications

• Strong quantitative skills with a PhD degree in a quantitative discipline (Physics, Mathematics, Quantitative Finance, Computer Science, Engineering, etc.) along with 5 years of relevant work experience or a Bachelor’s/Master’s degree in a quantitative discipline with 8 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 for equities (derivatives).
• Experience in managing a team of quantitative analysts.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.