Risk - Quantitative Engineering - Vice President - Paris

Goldman Sachs • Paris, Île-de-France, France • Posted June 14, 2026

Location Paris, Île-de-France

Job Type Full-time

Category Mathematical Science Occupations

Posted June 14, 2026

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 productio...
            

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