Liquidity Metrics Strats — Quantitative Risk Engineer

Goldman Sachs is seeking a Liquidity Metrics Strats professional in Paris to develop and implement quantitative liquidity risk measures and scalable architectures. You will quantify risk across instruments, collaborate with corporate treasury, and communicate technical concepts to risk managers and regulators.

The role requires deep quantitative skills, experience with scalable system design, and proficiency in programming languages such as C/C++, Java, or Python.