• Finance & Risk Engineering - Market Risk Delivery Engineer

    Location(s) US-NY-New York
    Job ID
    2017-38922
    Schedule Type
    Full Time
    Level
    Associate
    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.

    RESPONSIBILITIES AND QUALIFICATIONS

    Job Summary

    • Joining influential team of engineers moving firm towards automated ?data driven? risk reporting. 
    • Analyzing risk data to steer senior management decisions on the path forward on signature projects. 
    • Engineering risk processes by optimizing and rationalizing the current system footprint. 
    • Managing end to end software development life cycle from analysis, defining approach, development, testing, deployment. 
    • Engaging in working groups with internal clients.

     

    YOUR IMPACT

    Risk management is one of Goldman Sachs? core competencies, and is central to our continued success.  Risk metric data volumes have grown rapidly in recent years and our systems need to provide flexible access and powerful analytics.  Working with Market Risk Technology, you will design and expand systems to drive the best senior management decisions.

     

    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. 
    • Manages global market risk by calculating Value-at-Risk (VaR) and Stress Tests. Those measures are used to present an accurate picture of the firmwide risk exposure, thereby 
    • informing the firm?s management and trading desks on how the day-to-day movements of the market will impact its balance sheet, and how to protect capital. VaR metrics are sent to the Fed & other global regulators on a regular basis.

    HOW YOU WILL FULFILL YOUR POTENTIAL

     

    Basic Qualifications

    • Bachelor degree or higher In STEM field. 
    • Experience in software development, including a clear understanding of data structures and algorithms. 
    • Sound problem solving and analytical skills 
    • Strong communication skills with the ability to adjust style to the audience 
    • Aptitude to learn Market Risk 
    • Adept at learning and using various technologies. 
    • Determined, intellectually curious, ambitious, attentive to detail. 
    • Comfortable working as part of a team.

     

    Preferred Qualifications

    • Sound understanding of database technologies (relational, columnar). 
    • Knowledge of SecDB/Slang.

    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.