Equities Market risk Strats, Associate, Paris

Goldman Sachs

Paris +1 more

On-site

Who this role is best for

Best suited to quantitative professionals with team leadership experience working in equities derivatives risk modeling in Paris.

Best fit for

Quantitative professionals with team leadership experience and a strong background in equities derivatives risk modeling.
— “Leading a team of quantitative analysts, managing their day-to-day activities.”
Candidates with advanced degrees in quantitative disciplines and 5+ years of relevant work experience.
— “Strong quantitative skills with a PhD degree in a quantitative discipline ... 5 years of relevant work experience or a Bachelor’s/Master’s degree ... 8 years of relevant work experience.”

Things to consider

The role requires direct interaction with risk managers and senior stakeholders.
— “Interact with various other groups such as risk managers, senior managers and stakeholders”
The position demands experience with production-quality risk models and their implementation.
— “Developing, refining and maintaining robust and production quality market risk models”

How to stand out

Highlight experience in equities derivatives modeling and team leadership in your resume and interview.
— “developing pricing models/risk models for equities (derivatives)”
Emphasize your ability to explain quantitative results to non-technical stakeholders.
— “explain the results of the models and analytics and provide quantitative advice”
Showcase your hands-on experience with statistical and econometric modeling techniques.
— “Excellent command of mathematics, modeling and numerical techniques. Good knowledge of statistics, time series analysis, econometric modeling and probability theory.”

Pace · Fast PacedCollaboration · HighAutonomy · MediumDecision Impact · Company

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

robust market risk models
capital models
team leadership

Typical background

PhD or Master’s degree in quantitative discipline

Skills & requirements

Required

Quantitative SkillsModel DevelopmentProgrammingRisk AnalysisTeam Management

Preferred

Equities Market RiskCapital Models

Stack & domain

Quantitative SkillsPhd In Quantitative DisciplineMathematicsModelingNumerical TechniquesStatisticsTime Series AnalysisEconometric ModelingProbability TheoryProgrammingJavaC++PythonPricing ModelsRisk ModelsEquitiesDerivativesTeam ManagementRisk ManagementCapital ModelsValue-at-riskStress TestsCapitalEquities BusinessesMarket Risk FactorsEquity ProductsEconomic And Statistical CharacteristicsPricing AnalysesRisk And Capital Impact AnalysesRisk ManagersSenior ManagersStakeholdersQuantitative AdviceLeadershipCommunicationProblem-solvingTechnical SkillsProject ManagementStakeholder ManagementMarket RiskQuantitative FinanceRisk Factors

About the role

Original posting from Goldman Sachs

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.
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Source: Goldman Sachs careers