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Goldman Sachs
Risk - Quantitative Engineering - Vice President - ParisGoldman Sachs • Paris, Ile-de-France, France
Risk - Quantitative Engineering - Vice President - Paris

Risk - Quantitative Engineering - Vice President - Paris

Goldman Sachs • Paris, Ile-de-France, France
Il y a plus de 30 jours
Type de contrat
  • Temps plein
Description de poste

MARKET RISK STRATS, RISK, VICE PRESIDENT

We are currently seeking experienced candidates for the position of Vice President in 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

The responsibilities can include:

  • 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, 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 .
  • Hands-on experience of developing pricing models/risk models for equities (derivatives)
  • Experience in managing a team of quantitative analysts.
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at /careers.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.
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Risk - Quantitative Engineering - Vice President - Paris • Paris, Ile-de-France, France

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