VP, Lead Market Risk Quant – Equities
Role Description & Overview
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
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Key Details
- Date Posted: 23 Oct 2026
- Location: paris
- Employment: Permanent
- Workplace: Hybrid
- Specialism: Finance, Génie et Technique
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