VP, Equities Market Risk Strats - Lead Quant Models

Goldman Sachs in Paris is seeking an Vice President to lead the Equities Market Risk Strats. The role focuses on designing and maintaining quantitative models for risk and capital, including VaR and stress testing, within a multidisciplinary team of economists and quants.

The successful candidate will drive model development, testing, productionization, and communication with senior risk managers, while mentoring a team of quantitative analysts in a fast-paced environment.