VP, Lead Market Risk Quant – Equities

Goldman Sachs; Paris; On-site; EUR 140,000 - 180,000; Full time

Job summary

Goldman Sachs in Paris is seeking a Vice President for Market Risk Strats to design, implement, and maintain quantitative models for equities risk and capital analytics. The role emphasizes leadership of a team of quantitative analysts and collaboration with risk managers and stakeholders across the organization.

The successful candidate will have a PhD or equivalent experience in a quantitative field, strong programming skills (Java, C++, Python), and a track record in pricing and risk modeling

Qualifications

• PhD in a quantitative discipline with 5+ years of experience, or Bachelor’s/Master’s with 8+ years.
• Strong mathematics, statistics, time series analysis, econometric modeling.
• Experience in developing pricing/risk models for equities (derivatives).
• Experience leading a team of quantitative analysts.

Responsibilities

• Develop, refine and maintain production-grade market risk models (VaR, stress tests) and capital models for equities/derivatives.
• Prototype, implement and test models; ensure quality and reliability of analytics.
• Perform pricing 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

Quantitative skills

PhD in quantitative field

Programming (Java, C++, Python)

Time series econometrics

Team leadership

Education

PhD in Physics/Math/Quant Finance/CS/Engineering

Bachelor's/Master's in quantitative field

Tools

Java

C++

Python

Job description

Goldman Sachs in Paris is seeking a Vice President for Market Risk Strats to design, implement, and maintain quantitative models for equities risk and capital analytics. The role emphasizes leadership of a team of quantitative analysts and collaboration with risk managers and stakeholders across the organization.

The successful candidate will have a PhD or equivalent experience in a quantitative field, strong programming skills (Java, C++, Python), and a track record in pricing and risk modeling