Risk - GS Risk Strats - Strategist/ Financial Product Engineer

Location(s) US-NY-New York
Job ID
2020-63001
Schedule Type
Full Time
Level
Analyst, Associate
Function(s)
Quantitative Engineer
Region
Americas
Division
Engineering
Business Unit
Risk Engineering
Employment Type
Employee

MORE ABOUT THIS JOB

ENGINEERING

 

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.


GSRisk Strats is a team of engineers to transform the risk and data services at Goldman Sachs by creating cutting-edge risk and data architecture, models, analytics, data visualization and trading tools, for our external and internal clients. To be successful in the role you will need to have an in-depth understanding of financial products, markets, risk management and pricing of a wide range of products, models and asset classes offered by the firm. The GSRisk Strats team cuts across all verticals of the firm and has a direct impact to the firm’s bottom line.

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities (varies by role)


· Design and implement models to risk manage complex financial products
· Build low latency, highly-scalable software and systems for pricing, risk models, quoting and
analytics
· Work on large datasets to extract useful insights on firm’s risks
· Partner with the trading desk to develop and implement quantitative, technological solutions as
global market and economic conditions change
· Collaborate efficiently within a diverse global team spanning multiple continents
· Increase client market share via innovative tools and data analytics
· Work in a fast-paced, high-pressure environment as a self-starter
· Client focus: think of APIs as a service and provide internal and external users with outstanding
SLAs


Basic Qualifications


· Bachelor's Degree in a relevant field: Mathematics, Finance, Computer Science, Physics,
Engineering
· Knowledge about popular design patterns and algorithms
· Excellent programming skills in a major programming language
· Efficient and effective communication skills
· Strong quantitative and analytical skills
· In-depth knowledge of analytics, trading environment and risk management of at least one
financial asset class
· Competence in statistics and linear algebra


Preferred Qualifications


· Competence in data science, stochastic processes, and advanced mathematics
· Experience working with large data sets and real-time systems
· Knowledge of more than one financial asset class

ABOUT GOLDMAN SACHS

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., 2020. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity