The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.
Market Risk Management & Analysis (MRMA) is a department within the Risk Division of Goldman Sachs responsible for the independent measurement, monitoring and governance of the firm’s market risk exposures and market risk capital.
Market Risk & Capital Quantification (MRCQ) is a multidisciplinary group of quantitative experts who are the authoritative source for independent measurements of market risk and capital for the firm. The group is responsible for designing, implementing, reviewing and interpreting market risk and capital measurements used to independently ensure the firm adheres to its Risk Appetite Statement and required Market Risk Capital.
MRCQ is organized into 4 pillars wrapped by the purview of the MRMA Governance group to ensure consistently high process governance standards are met across the pillars:
MRCQ are seeking Analyst / Associate candidates for the role of “Quantitative Risk Manager” (QRM) within the MRCQ Calculations pillar.
MRCQ Calculations are responsible for identifying, quantifying and publishing authoritative MRCQ market risk and market risk capital measures, which includes:
Qualifications, Skills & Aptitude
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.