Job Description

RISK ENGINEERING Risk Engineering, which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-dr RISK ENGINEERING Risk Engineering, which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. Risk Engineering is staffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. As a member of Risk Engineering, you will interface with a variety of divisions around the firm as well as the other regional offices. The interaction with numerous departments and the diverse projects that ensue allow for a challenging, varied and multi-dimensional work environment. Risk Engineering professionals are part of the value proposition of the firm and we balance our key functional responsibility of control with that of being commercial. RE has strong traditions of risk management, client service excellence and career development opportunities for our people. LIQUIDITY RISK STRATS Liquidity Risk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners, understand financial markets and liquidity risk to quantify the firm's liquidity risk. You will also focus on developing quantitative models & scalable architecture. FUNCTIONALITY DESCRIPTION Developing liquidity risk models and risk sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualization Performing detailed analysis on risk trends and drivers Updating and maintaining risk models along with business growth and risk environment changes Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala) Experience in designing highly scalable, efficient systems Effectively communicating results and outputs from the model and insights from analysis QUALIFICATIONS Post graduate degree /Bachelor's degree in Mathematics, Physics, Electrical Engineering or related technical discipline Experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts Strong analytical and problem solving skills using math, statistics, and programming Demonstrated ability to learn technologies and apply Excellent communication skills including experience speaking to technical and business audiences and working globally Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python) Experience in designing highly scalable, efficient systems Familiarity with financial markets, financial assets and liquidity risk is a plus ABOUT GOLDMAN SACHS At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers. We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html The Goldman Sachs Group, Inc., 2021. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity