Engineering - Finance Engineering - Finance Engineer - Analyst - New York

Location(s) US-NY-New York
Job ID
2017-37898
Schedule Type
Full Time
Level
Analyst
Function(s)
Technology
Region
Americas
Division
Engineering
Business Unit
Finance & Risk Engineering
Employment Type
Employee

MORE ABOUT THIS JOB

What We Do


At Goldman Sachs, our Engineers don’t just make things – we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

 

Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.

 

Who We Look For


Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

 

YOUR IMPACT

 

Are you interested in learning about finance, or expanding what you already know into risk management across a broad range of financial instruments, while staying close to your roots as a software engineer?

A role in Finance Engineering in our Credit Risk Technology team offers an exciting opportunity to apply computer science, finance, and mathematics to solve for what the firm requires in efficiently managing counterparty credit risk and regulatory capital.

We are looking to fill an Analyst/Associate level position to develop next-generation counterparty risk management applications and tools that support our Risk Division. Team members work with business users in the modelling and implementation of financial instrument pricing, shock scenario testing, exposure and regulatory capital calculations, multi-dimensional aggregation, and analytics.

 

OUR IMPACT

 

In Finance & Risk Engineering, you’ll find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us - a high return for the right risk taken.

Credit Risk manages the systems that facilitate the business of Credit Risk Management and Advisory (CRMA), the team that is responsible for sales and counterparty credit risk management and rating agency advisory for investment banking partners. Maintains a scenario stress testing engine that is used in a variety of risk and capital calculations as well as applications to allow for the effective risk management of firm counterparties.

 

HOW YOU WILL FULFILL YOUR POTENTIAL

 

  • Understand, implement, and validate calculations for regulatory capital and counterparty exposures
  • Analyze risk changes and build analytics around scenario shocks based on results of credit risk models
  • Adapt platforms and software to increasing regulatory change and scale

 

RESPONSIBILITIES AND QUALIFICATIONS

SKILLS AND EXPERIENCE WE ARE LOOKING FOR

 

Basic Qualifications

  • Bachelors degree or higher in a STEM field, with an interest in finance
  • Strong problem solving and analytical thinking skills
  • Comfortable with working globally in a dynamic, fast-paced environment including multi-tasking, managing multiple stakeholders and working as part of a team
  • Excellent communication skills with the ability to adjust style to the audience
  • Can apply an entrepreneurial approach and passion to problem solving and product development

Preferred Qualifications

  • Knowledge of SecDB/Slang
  • Proficient at working with large and complex code bases
  • Familiarity with credit risk (or like) concepts
  • Knowledge of financial markets and modelling

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., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.