VP, Equities Market Risk Strats - Lead Quant Models

Goldman Sachs; Paris; Hybrid; EUR 160,000 - 220,000; Full time

Job summary

Goldman Sachs in Paris is seeking an Vice President to lead the Equities Market Risk Strats. The role focuses on designing and maintaining quantitative models for risk and capital, including VaR and stress testing, within a multidisciplinary team of economists and quants.

The successful candidate will drive model development, testing, productionization, and communication with senior risk managers, while mentoring a team of quantitative analysts in a fast-paced environment.

Qualifications

• PhD or Master’s/Bachelor in a quantitative field with extensive experience.
• Strong mathematics, modeling and numerical techniques knowledge.
• Strong programming skills in Java, C++, Python, etc.
• Hands-on experience building pricing or risk models for equities (derivatives).
• Experience leading a quantitative analytics team.

Responsibilities

• Develop, refine and maintain robust market risk models (VaR, stress tests) and capital models for equities products.
• Prototype, implement and productionize models and analytics with rigorous testing.
• Perform pricing analyses and risk/capital impact analyses.
• Explain results to risk managers and stakeholders and provide quantitative advice.
• Lead a team of quantitative analysts and manage day-to-day activities.

Skills

Mathematics

Statistics

Time series analysis

Econometric modeling

Probability theory

Programming (Java, C++, Python)

Team leadership

Derivative pricing

Education

PhD in quantitative discipline

Bachelor’s/Master’s in quantitative discipline

Job description

Goldman Sachs in Paris is seeking an Vice President to lead the Equities Market Risk Strats. The role focuses on designing and maintaining quantitative models for risk and capital, including VaR and stress testing, within a multidisciplinary team of economists and quants.

The successful candidate will drive model development, testing, productionization, and communication with senior risk managers, while mentoring a team of quantitative analysts in a fast-paced environment.