MORE ABOUT THIS JOB
Application Opening Date : 07 February 2019Application Closing Date : 06 March 2019
Salary : Competitive
OUR IMPACT The Risk group is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.
Liquidity Risk Management & Analysis (LRMA) is the independent risk management function responsible for identifying, quantifying, and managing the liquidity risk of the firm.
We work closely with Corporate Treasury, Controllers, Operations, Securities Division, and the broader Risk organization to provide independent risk assessment and oversight of the firm’s liquidity risk taking.
RESPONSIBILITIES AND QUALIFICATIONS
HOW YOU WILL FULFIL YOUR POTENTIAL - Develop models and analytics for quantitative risk measures- Designing and implementing methodologies to identify liquidity risk factors and capture their economic and statistical characteristics-
Providing comprehensive documentation of model assumptions, design, implementation, and limitations - Taking responsibility for evidence model correctness by testing the appropriateness of model assumptions and conducting sensitivity analysis-
Designing tests to monitor the performance of the models and their implementation on an ongoing basis - Operating under model control policy-
Performing bespoke pricing, risk and capital impact analyses for a variety of financial derivatives including complex products-
Explaining the results of models and analytics to internal and external stakeholders who interface with modeling SKILLS AND EXPERIENCES WE ARE LOOKING FOR -
Strong academic record with Bachelor’s level, above or equivalent in Computer Science, Technology or a related discipline required -
Prior investment banking / financial services industry experience with significant exposure to liquidity risk required- Knowledge of regulatory requirements for liquidity management required -
Demonstrable involvement with process improvement initiatives required - Familiarity with C / C++, Python, Matlab / Scala and willingness to learn proprietary technologies required-
Experience of working with financial / statistical / risk models required - Familiarity with data-management, working with large data sets, analytics, testing, platform / application development required, full-
stack development required - Knowledge of building linear programming tools, automation tools, data visualisation tools -
Strong communication skills required - Must be a collaborative team player
ABOUT GOLDMAN SACHS
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals.
Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment / affirmative action employer Female / Minority / Disability / Vet.