VP, Equities Market Risk Strats — Lead Quant Risk Models

Goldman Sachs; Paris; On-site; EUR 150,000 - 250,000; Full time

Job summary

Goldman Sachs in Paris is seeking a Vice President to lead the Market Risk Strats team for equities. You will design, implement, and maintain quantitative models for Value-at-Risk, stress tests and capital, translating complex risk insights into actionable guidance for front-office and risk management.

You will manage a team of quantitative analysts, collaborate with risk managers and stakeholders, and clearly communicate model results and recommendations to senior leadership.

Qualifications

• PhD or equivalent in a quantitative discipline with 5+ years experience (or a BA/MA with 8+ years).
• Strong mathematics, statistics, time series, econometric modelling ability.
• Experience developing pricing/risk models for equities (derivatives).
• Experience leading a team of quantitative analysts.

Responsibilities

• Develop, refine and maintain production-quality market risk and capital models for equities.
• Prototype, test and productionize models and analytics with robust checks.
• Perform pricing, risk and capital impact analyses.
• Explain results to risk managers and stakeholders and provide quantitative advice.
• Lead and manage a team of quantitative analysts on a day-to-day basis.

Skills

Quantitative analytics

Team leadership

Programming: Java

Programming: C++

Python

Statistics & time series

Education

PhD in quantitative field

Bachelor's/Master's in quantitative field with 8 years

Tools

Java

C++

Python

Matlab

Job description

Goldman Sachs in Paris is seeking a Vice President to lead the Market Risk Strats team for equities. You will design, implement, and maintain quantitative models for Value-at-Risk, stress tests and capital, translating complex risk insights into actionable guidance for front-office and risk management.

You will manage a team of quantitative analysts, collaborate with risk managers and stakeholders, and clearly communicate model results and recommendations to senior leadership.