Risk - Quantitative Engineering - Vice President - Paris

il y a 13 heures

Paris, Île-de-France Goldman Sachs Temps plein

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, 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.


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  

We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more:

The Goldman Sachs Group, Inc., 2023. All rights reserved.

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.

  • Investment Banking Vice President

    il y a 7 jours

    Paris, Île-de-France Jefferies LLC Temps plein

    enior Associate / 1st Year Vice President – Technology M&ALocation: Paris, FranceDivision: Investment Banking – TechnologyAbout JefferiesJefferies is a leading global investment banking firm providing clients with capital markets and financial advisory services across the Americas, Europe, the Middle East, and Asia. We are recognised for our strong...

  • Investment Banking Vice President

    il y a 7 jours

    Paris, Île-de-France Jefferies Financial Group Temps plein

    Descriptionenior Associate / 1st Year Vice President – Technology M&ALocation: Paris, FranceDivision: Investment Banking – TechnologyAbout JefferiesJefferies is a leading global investment banking firm providing clients with capital markets and financial advisory services across the Americas, Europe, the Middle East, and Asia. We are recognised for our...

  • Vice President, Control Manager

    il y a 2 jours

    Paris, Île-de-France BNY Temps plein

    Vice President, Control ManagerAt BNY, our culture allows us to run our company better and enables employees' growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the world's investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to...

  • Vice President of Customer Experience

    il y a 5 jours

    Paris, Île-de-France Rare Carat-L.L.C. Temps plein

    Role DescriptionThis is a full-time, on-site role located in Paris for a Vice President of Customer Experience. The Vice President of Customer Experience will oversee strategic plans to enhance customer satisfaction and loyalty, design and implement customer service initiatives, and ensure that customer experience aligns with the organization's goals. This...

  • Investment Banking Vice President

    il y a 7 jours

    Paris, Île-de-France Jefferies Temps plein

    Job Descriptionenior Associate / 1st Year Vice President – Technology M&ALocation:Paris, FranceDivision:Investment Banking – TechnologyAbout JefferiesJefferies is a leading global investment banking firm providing clients with capital markets and financial advisory services across the Americas, Europe, the Middle East, and Asia. We are recognised for our...

  • Investment Banking Vice President

    il y a 7 jours

    Paris, Île-de-France Jefferies Temps plein

    enior Associate / 1st Year Vice President – Technology M&ALocation: Paris, FranceDivision: Investment Banking – TechnologyAbout JefferiesJefferies is a leading global investment banking firm providing clients with capital markets and financial advisory services across the Americas, Europe, the Middle East, and Asia. We are recognised for our strong...

  • Vice President, Sales

    il y a 5 heures

    Paris, Île-de-France Netskope Temps plein

    About NetskopeToday, there's more data and users outside the enterprise than inside, causing the network perimeter as we know it to dissolve. We realized a new perimeter was needed, one that is built in the cloud and follows and protects data wherever it goes, so we started Netskope to redefine Cloud, Network and Data Security.  Since 2012, we have built...

  • Vice President, Sales

    il y a 2 semaines

    Paris, Île-de-France Netskope Temps plein

    About NetskopeToday, there's more data and users outside the enterprise than inside, causing the network perimeter as we know it to dissolve. We realized a new perimeter was needed, one that is built in the cloud and follows and protects data wherever it goes, so we started Netskope to redefine Cloud, Network and Data Security.  Since 2012, we have built...

  • Vice President, Sales

    il y a 2 semaines

    Paris, Île-de-France Netskope Temps plein

    About NetskopeToday, there's more data and users outside the enterprise than inside, causing the network perimeter as we know it to dissolve. We realized a new perimeter was needed, one that is built in the cloud and follows and protects data wherever it goes, so we started Netskope to redefine Cloud, Network and Data Security.Since 2012, we have built the...

  • Vice President, Sales

    il y a 7 jours

    Paris, Île-de-France Netskope Temps plein

    About NetskopeToday, there's more data and users outside the enterprise than inside, causing the network perimeter as we know it to dissolve. We realized a new perimeter was needed, one that is built in the cloud and follows and protects data wherever it goes, so we started Netskope to redefine Cloud, Network and Data Security.  Since 2012, we have built...